Search Results for author: José R. Berrendero

Found 2 papers, 0 papers with code

Relation between PLS and OLS regression in terms of the eigenvalue distribution of the regressor covariance matrix

no code implementations3 Dec 2023 David del Val, José R. Berrendero, Alberto Suárez

This equivalent formulation is employed to analyze the distance between ${\hat{\boldsymbol\beta}\;}_{\mathrm{PLS}}^{\scriptscriptstyle {(L)}}$, the PLS estimator of the vector of coefficients of the linear regression model based on $L$ PLS components, and $\hat{\boldsymbol \beta}_{\mathrm{OLS}}$, the one obtained by ordinary least squares (OLS), as a function of $L$.

Dimensionality Reduction regression

The mRMR variable selection method: a comparative study for functional data

no code implementations13 Jul 2015 José R. Berrendero, Antonio Cuevas, José L. Torrecilla

The mRMR (minimum Redundance Maximum Relevance) procedure, proposed by Ding and Peng (2005) and Peng et al. (2005) is an algorithm to systematically perform variable selection, achieving a reasonable trade-off between relevance and redundancy.

Variable Selection

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