Approximation bounds for sparse principal component analysis

DOI10.1007/S10107-014-0751-7zbMath1303.90079arXiv1205.0121OpenAlexW2153671921MaRDI QIDQ484129

Yong-Cai Geng, Sumit K. Garg

Publication date: 18 December 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.0121

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Semidefinite programming (90C22) Combinatorial optimization (90C27)

Related Items (8)

Several approximation algorithms for sparse best rank-1 approximation to higher-order tensors ⋮ Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA ⋮ Solving sparse principal component analysis with global support ⋮ Distance geometry and data science ⋮ Practical approximation algorithms for \(\ell_1\)-regularized sparse rank-1 approximation to higher-order tensors ⋮ Sparse PCA on fixed-rank matrices ⋮ Unnamed Item ⋮ Alternating direction method of multipliers for penalized zero-variance discriminant analysis

Uses Software

• Outward rotations

Cites Work

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