Biclustering via mixtures of regression models

• المؤلفون الرئيسيون: VELU, Raja, ZHOU, Zhaoque, TEE, Chyng Wen
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2019
• الموضوعات: multivariate regression; singular value decomposition; dimension reduction; mixture models; Finance and Financial Management
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/lkcsb_research/6405; https://ink.library.smu.edu.sg/context/lkcsb_research/article/7404/viewcontent/Velu__Zhou__and_Tee__2019______Biclustering_via_Mixtures_of_Regression_Models.pdf
• المؤسسة: Singapore Management University

Biclustering of observations and the variables is of interest in many scientific disciplines. In a single set of data matrix it is handled through the singular value decomposition. Here we deal with two sets of variables: response and predictor sets. We model the joint relationship via regression mo...