A majorization-minimization approach to the sparse generalized eigenvalue problem
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canonical correlation analysiscross-language document retrievalD.c. programFisher discriminant analysisgeneralized eigenvalue problemmajorization-minimizationmusic annotationprincipal component analysissparsityZangwill's theory of global convergence
Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Semidefinite programming (90C22)
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Cited in
(22)- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- Structured variable selection via prior-induced hierarchical penalty functions
- Regularized generalized eigen-decomposition with applications to sparse supervised feature extraction and sparse discriminant analysis
- Generalized eigenvalue decomposition applied to estimation of spatial rPPG distribution of skin
- An \(\ell_1\)-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking
- From simple structure to sparse components: a review
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- The sparse principal component analysis problem: optimality conditions and algorithms
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Eigenvectors from Eigenvalues Sparse Principal Component Analysis
- Efficient decomposition-based algorithms for _1-regularized inverse problems with column-orthogonal and Kronecker product matrices
- Penalized principal component analysis using smoothing
- Estimation of leading multi-block canonical correlation directions via _1-norm constrained proximal gradient descent
- Sketch-and-project method to semi-supervised graph-based learning via Sylvester-class matrix equation
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Pruning of error correcting output codes by optimization of accuracy-diversity trade off
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
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