Exactly Uncorrelated Sparse Principal Component Analysis
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Cites work
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- An augmented Lagrangian approach for sparse principal component analysis
- Analysis of a complex of statistical variables into principal components.
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Eigenvalues of large sample covariance matrices of spiked population models
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Generalized power method for sparse principal component analysis
- Minimax bounds for sparse PCA with noisy high-dimensional data
- On consistency and sparsity for principal components analysis in high dimensions
- On lines and planes of closest fit to systems of points in space.
- Robust principal component analysis?
- Selective factor extraction in high dimensions
- Sparse PCA: optimal rates and adaptive estimation
- Sparse Reconstruction by Separable Approximation
- Sparse principal component analysis via regularized low rank matrix approximation
- Two-Point Step Size Gradient Methods
- Variational Analysis
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