PLS regression on a stochastic process.

Cristian Preda Gilbert Saporta

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

Keyphrases

stochastic process
partial least squares
stochastic processes
markov chain
principal component regression
regression model
brownian motion
stochastic model
probability measures
dimension reduction
ls svm
diffusion process
reinforcement learning
model selection
higher order
probability distribution
video sequences