Comments on the PLS kernel algorithm

Comments on the PLS kernel algorithm

Lindgren et al. (J. Chemometrics, 7, 45–49 (1993)) published a so‐called kernel algorithm for PLS regression of Y against X when the number of objects is very large. The algorithm is based solely on deflation of the cross‐product matrices XTX, YTY and XTY. The algorithm is now described in a shorter...

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Veröffentlicht in:Journal of chemometrics 1994-03, Vol.8 (2), p.169-174
Hauptverfasser: De Jong, Sijmen, Ter Braak, Cajo J. F.
Format: Artikel
Sprache:eng
Schlagworte:
Exact sciences and technology
Kernel algorithm
Mathematics
Multivariate analysis
PLS
Probability and statistics
Sciences and techniques of general use
Statistics
SVD
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Zusammenfassung:Lindgren et al. (J. Chemometrics, 7, 45–49 (1993)) published a so‐called kernel algorithm for PLS regression of Y against X when the number of objects is very large. The algorithm is based solely on deflation of the cross‐product matrices XTX, YTY and XTY. The algorithm is now described in a shorter and more transparent way and compared with a similar algorithm for the singular value decomposition of XTY.
ISSN:0886-9383
1099-128X
DOI:10.1002/cem.1180080208