DSPCA

swMATH4804MaRDI QIDQ16966FDOQ16966

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Official website: http://www.cmap.polytechnique.fr/~aspremon/PDF/DSPCAUserGuide.pdf

Cited In (37)

• A class of semidefinite programs with rank-one solutions
• Identifying small mean-reverting portfolios
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Optimal solutions for sparse principal component analysis
• Manifold elastic net: a unified framework for sparse dimension reduction
• Characterization of a family of algorithms for generalized discriminant analysis on undersampled problems
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Sparse PCA by iterative elimination algorithm
• Low-rank optimization on the cone of positive semidefinite matrices
• Testing the nullspace property using semidefinite programming
• Generalized power method for sparse principal component analysis
• Supervised dimensionality reduction via sequential semidefinite programming
• Using underapproximations for sparse nonnegative matrix factorization
• Approximating semidefinite packing programs
• Feasible and accurate algorithms for covering semidefinite programs
• Yale Face
• Orthogonal simple component analysis: a new, exploratory approach
• Ensemble pruning via semi-definite programming
• Concave programming for finding sparse solutions to problems with convex constraints
• GTM
• An exact approach to sparse principal component analysis
• Bayesian learning in sparse graphical factor models via variational mean-field annealing
• Online learning for matrix factorization and sparse coding
• Smooth Optimization with Approximate Gradient
• Image compression by sparse PCA coding in curvelet domain
• Modeling trends in cohort survival probabilities
• Principal component analysis with weighted sparsity constraint
• Multi-class discriminant kernel learning via convex programming
• Sparse canonical correlation analysis
• A dynamic parameterization modeling for the age-period-cohort mortality
• Convex approximations to sparse PCA via Lagrangian duality
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Inverse problems in systems biology
• High-dimensional analysis of semidefinite relaxations for sparse principal components
• A majorization-minimization approach to the sparse generalized eigenvalue problem
• Covariance regularization by thresholding
• Optimization problems with cardinality constraints

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