Sparse principal component analysis via regularized low rank matrix approximation

DOI10.1016/j.jmva.2007.06.007zbMath1141.62049OpenAlexW2044809283MaRDI QIDQ928846

Jianhua Z. Huang, Haipeng Shen

Publication date: 11 June 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.06.007

zbMATH Keywords

regularizationsingular value decompositiondimension reductionthresholdinghigh-dimension-low-sample-size

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18)

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