Sparse higher order partial least squares for simultaneous variable selection, dimension reduction, and tensor denoising
稀疏高阶偏最小二乘:同时变量选择、降维与张量去噪
Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor adaptations of PLS have been developed. In this paper, we first establish the statistical behavior of Higher Order PLS (HOPLS) of Zhao et al. (2012), by showing that the consistency of the HOPLS estimator cannot be guaranteed as the tensor…