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Review of sparse methods in regression and classification with application to chemometrics

Published:2012-02-17 Issue:3-4 Volume:26 Page:42-51
ISSN:0886-9383
Container-title:Journal of Chemometrics
language:en
Short-container-title:J. Chemometrics

Author:

Filzmoser Peter¹,Gschwandtner Moritz¹,Todorov Valentin²

Affiliation:

1. Institute of Statistics and Probability Theory; Vienna University of Technology; Wiedner Hauptstrasse 8-10; A-1040; Vienna; Austria

2. United Nations Industrial Development Organization (UNIDO); Vienna International Centre; A-1400; Vienna; Austria

Publisher

Wiley

Subject

Applied Mathematics,Analytical Chemistry

Reference37 articles.

1. The Elements of Statistical Learning

2. Ridge regression: biased estimation for non-orthogonal problems;Hoerl;Technometrics,1970

3. Regression shrinkage and selection via the Lasso;Tibshirani;J. R. Stat. Soc. Series B Stat. Methodol.,1996

4. Regularization and variable selection via the elastic net;Zou;J. R. Stat. Soc. Series B,2005

5. A modified principal component technique based on the Lasso;Jolliffe;J. Comput. Graph. Stat.,2003

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