Joint association and classification analysis of multi‐view data
Author
Abstract
Suggested Citation
DOI: 10.1111/biom.13536
Download full text from publisher
References listed on IDEAS
- Irina Gaynanova & James G. Booth & Martin T. Wells, 2016. "Simultaneous Sparse Estimation of Canonical Vectors in the ≫ Setting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 696-706, April.
- P. Tseng, 2001. "Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 475-494, June.
- Witten Daniela M & Tibshirani Robert J., 2009. "Extensions of Sparse Canonical Correlation Analysis with Applications to Genomic Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 8(1), pages 1-29, June.
- Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
- Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kuangnan Fang & Jingmao Li & Qingzhao Zhang & Yaqing Xu & Shuangge Ma, 2023. "Pathological imaging‐assisted cancer gene–environment interaction analysis," Biometrics, The International Biometric Society, vol. 79(4), pages 3883-3894, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jung, Yoon Mo & Whang, Joyce Jiyoung & Yun, Sangwoon, 2020. "Sparse probabilistic K-means," Applied Mathematics and Computation, Elsevier, vol. 382(C).
- Nicholson, William B. & Matteson, David S. & Bien, Jacob, 2017. "VARX-L: Structured regularization for large vector autoregressions with exogenous variables," International Journal of Forecasting, Elsevier, vol. 33(3), pages 627-651.
- Dmitry Kobak & Yves Bernaerts & Marissa A. Weis & Federico Scala & Andreas S. Tolias & Philipp Berens, 2021. "Sparse reduced‐rank regression for exploratory visualisation of paired multivariate data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 980-1000, August.
- David Degras, 2021. "Sparse group fused lasso for model segmentation: a hybrid approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 625-671, September.
- Petra P. Šimović & Claire Y. T. Chen & Edward W. Sun, 2023. "Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 451-485, January.
- Yanming Li & Bin Nan & Ji Zhu, 2015. "Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure," Biometrics, The International Biometric Society, vol. 71(2), pages 354-363, June.
- Murat Genç, 2022. "A new double-regularized regression using Liu and lasso regularization," Computational Statistics, Springer, vol. 37(1), pages 159-227, March.
- Petra Posedel v{S}imovi'c & Davor Horvatic & Edward W. Sun, 2021. "Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression," Papers 2105.07671, arXiv.org, revised Jul 2021.
- Michoel, Tom, 2016. "Natural coordinate descent algorithm for L1-penalised regression in generalised linear models," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 60-70.
- Chalise, Prabhakar & Fridley, Brooke L., 2012. "Comparison of penalty functions for sparse canonical correlation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 245-254.
- Davood Hajinezhad & Qingjiang Shi, 2018. "Alternating direction method of multipliers for a class of nonconvex bilinear optimization: convergence analysis and applications," Journal of Global Optimization, Springer, vol. 70(1), pages 261-288, January.
- Yen, Yu-Min & Yen, Tso-Jung, 2014. "Solving norm constrained portfolio optimization via coordinate-wise descent algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 737-759.
- Mingrui Zhong & Zanhua Yin & Zhichao Wang, 2023. "Variable Selection for Sparse Logistic Regression with Grouped Variables," Mathematics, MDPI, vol. 11(24), pages 1-21, December.
- Baiguo An & Beibei Zhang, 2020. "Logistic regression with image covariates via the combination of L1 and Sobolev regularizations," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-18, June.
- Zhigeng Geng & Sijian Wang & Menggang Yu & Patrick O. Monahan & Victoria Champion & Grace Wahba, 2015. "Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study," Biometrics, The International Biometric Society, vol. 71(1), pages 53-62, March.
- Kaida Cai & Hua Shen & Xuewen Lu, 2022. "Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 968-993, December.
- Rosember Guerra-Urzola & Niek C. Schipper & Anya Tonne & Klaas Sijtsma & Juan C. Vera & Katrijn Deun, 2023. "Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 269-286, March.
- Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
- Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
- Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020.
"Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
- Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:78:y:2022:i:4:p:1614-1625. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.