Automatic sparse PCA for high-dimensional data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic Theory for Principal Component Analysis
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Consistency of sparse PCA in high dimension, low sample size contexts
- Convergence and prediction of principal component scores in high-dimensional settings
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Eigenvalues of large sample covariance matrices of spiked population models
- Estimation of spiked eigenvalues in spiked models
- Geometric classifiers for high-dimensional noisy data
- Geometric consistency of principal component scores for high-dimensional mixture models and its application
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
- On consistency and sparsity for principal components analysis in high dimensions
- On the distribution of the largest eigenvalue in principal components analysis
- PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
- PCA consistency for the power spiked model in high-dimensional settings
- PCA consistency in high dimension, low sample size context
- Random matrix theory in statistics: a review
- Sparse logistic principal components analysis for binary data
- Sparse principal component analysis and iterative thresholding
- Sparse principal component analysis via regularized low rank matrix approximation
- The statistics and mathematics of high dimension low sample size asymptotics
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Two-stage procedures for high-dimensional data
- Weighted distance weighted discrimination and its asymptotic properties
This page was built for publication: Automatic sparse PCA for high-dimensional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7002274)
