The prediction error in CLS and PLS: the importance of feature selection prior to multivariate calibration
Nadler B, Coifman R. The prediction error in CLS and PLS: the importance of feature selection prior to multivariate calibration. Journal Of Chemometrics 2005, 19: 107-118. DOI: 10.1002/cem.915.Peer-Reviewed Original ResearchClassical least squaresMultivariate regression algorithmExact mathematical analysisNet analyte signal vectorLeast squaresRegression algorithmSquared errorAdditional error termPartial least squaresFinite trainingMathematical analysisAsymptotic errorDimensional reductionLinear mixture modelMean squared errorInput dataError termMixture modelSignal vectorOverall prediction errorTheoretical justificationP dimensionN samplesLarge calibrationPrediction error