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The Degrees of Freedom of Partial Least Squares Regression
regression model selection Partial Least Squares Degrees of Freedom
2010/3/10
The derivation of statistical properties for Partial Least Squares regression
can be a challenging task. The reason is that the construction of latent compo-
nents from the predictor variables also ...
Kernel Partial Least Squares is Universally Consistent
Kernel Partial Least Squares Universally Consistent
2010/3/18
We prove the statistical consistency of kernel Partial Least Squares
Regression applied to a bounded regression learning problem on a re-
producing kernel Hilbert space. Partial Least Squares stands...
Lanczos Approximations for the Speedup of Kernel Partial Least Squares Regression
Lanczos Approximations Speedup Kernel Partial Least Squares Regression
2010/3/18
The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic
in the number of examples. However, the necessity of obtaining sensitivity measures as
degrees of freedom for mode...
Sparse partial least squares for on-line variable selection in multivariate data streams
Sparse partial least squares on-line variable selection multivariate data streams
2010/3/18
In this paper we propose a computationally efficient algorithm for on-line variable
selection in multivariate regression problems involving high dimensional data streams.
The algorithm recursively e...