Sparse partial least squares regression for on‐line variable selection with multivariate data streams

DOI10.1002/SAM.10074OpenAlexW3083554812MaRDI QIDQ4969714

Brian McWilliams, Giovanni Montana

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.10074

zbMATH Keywords

partial least squaresvariable selectionindex trackingdata streamsdynamic regression

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Uses Software

• mixOmics
• PMA

Cites Work

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• Prediction by Supervised Principal Components
• Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix

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