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Generation of prediction optimal projection on latent factors by a stochastic search algorithm

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  • Luebke, Karsten
  • Weihs, Claus

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  • Luebke, Karsten & Weihs, Claus, 2004. "Generation of prediction optimal projection on latent factors by a stochastic search algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 297-310, September.
    • Handle: RePEc:eee:csdana:v:47:y:2004:i:2:p:297-310
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    References listed on IDEAS

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    1. Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 299-312, March.
    2. Groß, Jürgen & Lübke, Karsten & Weihs, Claus, 2002. "A note on the general solution for a projection matrix in latent factor models," Technical Reports 2002,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    3. Michael C. Röhl & Claus Weihs & Winfried Theis, 2002. "Direct Minimization of Error Rates in Multivariate Classification," Computational Statistics, Springer, vol. 17(1), pages 29-46, March.
    4. Weihs, Claus & Hothorn, Torsten, 2002. "Determination of optimal prediction oriented multivariate latent factor models using loss functions," Technical Reports 2002,15, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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    Cited by:

    1. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.

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