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Clustering and Classification via Cluster-Weighted Factor Analyzers
Cluster-weighted models factor analysis mixturemodels parsimonious models
2012/11/23
In model-based clustering and classification, the cluster-weighted model constitutes a convenient approach when the random vector of interest constitutes a response variable Y and a set p of explanato...
Correlated variables in regression: clustering and sparse estimation
Canonical correlation group Lasso Hierarchical clustering High-dimensional inference Lasso Oracle inequality Variable screening Variable selection
2012/11/23
We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluste...