DOI10.1137/0905052zbMath0545.62044OpenAlexW2166446427WikidataQ56454402 ScholiaQ56454402MaRDI QIDQ3334807
Axel Ruhe, Herman Wold, W. J. Dunn III, Svante Wold
Publication date: 1984
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0905052
A Unified Framework to Study the Properties of the PLS Vector of Regression Coefficients,
Bridging data exploration and modeling in event-history analysis: the supervised-component Cox regression,
Variable selection under multicollinearity using modified log penalty,
Partial least squares with a regularized weight,
An exposition of multivariate analysis with the singular value decomposition in R,
Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor,
PLS Typological Regression: Algorithmic, Classification and Validation Issues,
Nonlinear transformation on the transfer entropy of financial time series,
On the exploration of linear latent effect for multivariate modeling,
On the structure of partial least squares regression,
A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations,
Nonlinear black-box modeling in system identification: A unified overview,
\(l_{0}\)-norm based structural sparse least square regression for feature selection,
Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square,
Methods and algorithms of solving spectral problems for polynomial and rational matrices,
A data envelopment analysis and local partial least squares approach for identifying the optimal innovation policy direction,
Relaxed least square regression with ℓ2,1-norm for pattern classification,
M-LDQ feature embedding and regression modeling for distribution-valued data,
Kernel negative \(\varepsilon\) dragging linear regression for pattern classification,
Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting,
A comparison of various methods for multivariate regression with highly collinear variables,
Multi-output learning via spectral filtering,
How to choose biomarkers in view of parameter estimation,
A simple way to deal with multicollinearity,
A New Bootstrap-Based Stopping Criterion in PLS Components Construction,
PLS-based adaptation for efficient PCE representation in high dimensions,
A weighted view on the partial least-squares algorithm,
PLS: A versatile tool for industrial process improvement and optimization,
Study of partial least squares and ridge regression methods,
Model order reduction using neural network principal component analysis and generalized dimensional analysis,
Partial least-squares vs. Lanczos bidiagonalization. I: Analysis of a projection method for multiple regression,
PLS regression on a stochastic process,
Interpretation of partial least-squares regression models with VARIMAX rotation,
Clusterwise PLS regression on a stochastic process,
Multi-class tumor classification by discriminant partial least squares using microarray gene expression data and assessment of classification models,
Dimension reduction in the linear model for right-censored data: Predicting the change of HIV-I RNA levels using clinical and Protease gene mutation data,
Real-time reservoir management: a multiscale adaptive optimization and control approach,
Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds,
Borrowing information from relevant microarray studies for sample classification using weighted partial least squares,
Approximate kernel partial least squares,
Assessing local influence in PLS regression by the second order approach,
A new universal resample-stable bootstrap-based stopping criterion for PLS component construction,
Approximation algorithms for the lower-bounded knapsack median problem,
OR Forum—An Algorithmic Approach to Linear Regression,
Convex multi-task feature learning,
Sparse discriminative least squares regression model,
VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity,
Convergence rates of Kernel Conjugate Gradient for random design regression,
Kernel partial least squares for stationary data,
PLS for Big Data: a unified parallel algorithm for regularised group PLS,
A decision rule for discarding principal components in regression,
Stability of the inverse correlation matrix. Partial ridge regression,
Unnamed Item,
Computing Fréchet derivatives in partial least squares regression,
Variable Selection Methods in High-dimensional Regression—A Simulation Study,
Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian,
An elastic-net penalized expectile regression with applications,
Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis,
Statistical Corrections of Invalid Correlation Matrices