Automatic sparse principal component analysis

DOI10.1002/CJS.11579MaRDI QIDQ5094245zbMATH OpenOpenAlexFDO

Authors Heewon Park, Rui Yamaguchi, Seiya Imoto, Satoru Miyano

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11579

zbMATH Keywords

\(L_1\)-type regularizationdimensionality reductionprincipal component analysissingular value decompositionsparsity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Computational methods for sparse matrices (65F50)

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Cited in

(9)

• Integrative sparse principal component analysis
• Sparse generalized principal component analysis for large-scale applications beyond Gaussianity
• Bayesian variable selection for globally sparse probabilistic PCA
• Sparse exponential family principal component analysis
• Principal component analysis in very high-dimensional spaces
• Performances of some high dimensional regression methods: sparse principal component regression
• Principal component selection via adaptive regularization method and generalized information criterion
• Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination
• Sparse principal component analysis via regularized low rank matrix approximation

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