Showing 1 - 5 of 5
Variable selection is a venerable problem in multivariate statistics. Simulated annealing is one of a variety of metaheuristics that can be gainfully employed for variable selection; however, its effectiveness is influenced by algorithm design features such as the construction of the initial...
Persistent link: https://www.econbiz.de/10010871452
Sparse logistic principal component analysis was proposed in Lee et al. (2010) for exploratory analysis of binary data. Relying on the joint estimation of multiple principal components, the algorithm therein is computationally too demanding to be useful when the data dimension is high. We...
Persistent link: https://www.econbiz.de/10011056490
The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas have been previously developed for binary tree spaces. These ideas are extended to the more general space of rooted and ordered trees. Concepts...
Persistent link: https://www.econbiz.de/10011056536
The L1 norm has been applied in numerous variations of principal component analysis (PCA). An L1-norm PCA is an attractive alternative to traditional L2-based PCA because it can impart robustness in the presence of outliers and is indicated for models where standard Gaussian assumptions about...
Persistent link: https://www.econbiz.de/10011056548
Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data often cause the approximation matrix leave the nonnegative...
Persistent link: https://www.econbiz.de/10011264466