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首页> 外文期刊>Journal of applied statistics >Alternative Penalty Functions for Penalized Likelihood Principal Components
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Alternative Penalty Functions for Penalized Likelihood Principal Components

机译:惩罚可能性主成分的替代惩罚功能

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摘要

The penalized likelihood principal component method of Park (2005) offers flexibility in the choice of the penalty function. This flexibility allows the method to be tailored to enhance interpretation in special cases. Of particular interest is a penalty function in the style of the Lasso that can be used to produce exactly zero loadings. Also of interest is a penalty function for cases in which interpretability is best represented by alignment with orthogonal subspaces, rather than with axis directions. In each case, a data example is presented.
机译:Park(2005)的惩罚似然主成分法为惩罚函数的选择提供了灵活性。这种灵活性允许对方法进行定制以增强特殊情况下的解释。特别有趣的是套索样式的惩罚函数,该函数可用于精确产生零载荷。对于其中通过与正交子空间而不是与轴方向的对齐来最好地表示可解释性的情况的惩罚函数也是感兴趣的。在每种情况下,都提供一个数据示例。

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