An exact approach to sparse principal component analysis
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Cites work
- scientific article; zbMATH DE number 3701942 (Why is no real title available?)
- scientific article; zbMATH DE number 46873 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- 10.1162/153244303322753616
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A rationale and test for the number of factors in factor analysis
- Hedonic housing prices and the demand for clean air
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- Projected gradient approach to the numerical solution of the SCoTLASS
- Regularization and Variable Selection Via the Elastic Net
Cited in
(35)- Penalty-free sparse PCA
- Smart Alpha: active management with unstable and latent factors
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Generalized power method for sparse principal component analysis
- A plug-in approach to sparse and robust principal component analysis
- Clustering and feature selection using sparse principal component analysis
- Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
- Solving sparse principal component analysis with global support
- Sparse PCA by iterative elimination algorithm
- Robust sparse principal component analysis: situation of full sparseness
- Sparse PCA: convex relaxations, algorithms and applications
- Sparse Principal Component Analysis via Axis-Aligned Random Projections
- Orthogonal simple component analysis: a new, exploratory approach
- Principal component analysis with weighted sparsity constraint
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
- Sparse PCA on fixed-rank matrices
- Exact methods for variable selection in principal component analysis: guide functions and pre-selection
- PCA Sparsified
- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- The sparse principal component analysis problem: optimality conditions and algorithms
- Sparse principal component regression via singular value decomposition approach
- A guide for sparse PCA: model comparison and applications
- scientific article; zbMATH DE number 6129459 (Why is no real title available?)
- Sparse Variable PCA Using Geodesic Steepest Descent
- High-dimensional analysis of semidefinite relaxations for sparse principal components
- Optimal solutions for sparse principal component analysis
- \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS
- Sparse principal component analysis via fractional function regularity
- The Sparse Principal Component of a Constant-Rank Matrix
- SIMPCA: a framework for rotating and sparsifying principal components
- Projection sparse principal component analysis: an efficient least squares method
- Sparsistency and agnostic inference in sparse PCA
- Certifiably optimal sparse principal component analysis
- Biobjective sparse principal component analysis
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