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

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• 作者：Luebke ; Karsten ; Weihs ; Claus
• 关键词：Simulated annealing ; Prediction-oriented projections ; Reduced rank regression ; Design of experiments ; Chemotaxonomical markers
• 刊名：Computational Statistics and Data Analysis
• 出版年：2004
• 出版时间：September 1, 2004
• 年：2004
• 卷：47
• 期：2
• 页码：297-310
• 全文大小：236 K

文摘

The implementation of a new procedure for the determination of multiple multivariate linear models with latent factors is described. The aim of the new method is to find the prediction optimal projections on latent factors. In order to compare the new method with ‘classical’ methods, a factorial experimental design is used in which important characteristics of the model are varied.