Clusterwise PLS regression on a stochastic process.

Cristian Preda Gilbert Saporta

Published in: Comput. Stat. Data Anal. (2005)

Keyphrases

stochastic process
partial least squares
markov chain
stochastic processes
principal component regression
stochastic model
regression model
brownian motion
probability measures
dimension reduction
diffusion process
least squares
model selection
prior knowledge
latent variables
ls svm