Comparison of penalty functions for sparse canonical correlation analysis - Chalise, Prabhakar; Fridley, Brooke L. (Computational statistics & data analysis, 2012)
Keywords: BIC; Calculus of variations and optimal control; Correlation analysis; Deviation; Elastic-net; Exact sciences and technology; Filtering; General topics; Lasso; Mathematical analysis; Mathematical models; Mathematics; mRNA expression; Multivariate analysis; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in probability and statistics; Penalty; Penalty function; Probability and statistics; SCAD; SCCA; SCCA Lasso Elastic-net SCAD BIC Penalty SNP mRNA expression; Sciences and techniques of general use; SNP; Statistical methods; Statistics; SNP; SCAD; Lasso; SCCA; Elastic-net; BIC; Penalty; mRNA expression; Multiple correlation; Information criterion; Prediction theory; Multivariate analysis; Stochastic process; Canonical correlation; Penalty method; Direct method; Penalty function; Canonical analysis; Correlation function; Method study; Bayes estimation; Data analysis; Filtering; Numerical linear algebra; Statistical association; Statistical estimation; Covariance matrix; Case study; Numerical analysis; Linear system; Statistical computation; Correlation analysis; Matrix inversion; Filtering theory