Dimensionality reduction methods
D'Ambra, Luigi and Amenta, Pietro and Gallo, Michele (2005) Dimensionality reduction methods. METODOLOšKI ZVEZKI, 2 (1). pp. 115-123. ISSN 1854-0031
Official URL: http://mrvar.fdv.uni-lj.si/pub/mz/mz2.1/dambra.pdf
In case one or more sets of variables are available, the use of dimensional reduction methods could be necessary. In this contest, after a review on the link between the Shrinkage Regression Methods and Dimensional Reduction Methods, authors provide a different multivariate extension of the Garthwaite’s PLS approach (1994) where a simple linear regression coefficients framework could be given for several dimensional reduction methods.
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