Fast deflation sparse principal component analysis via subspace projections

DOI10.1080/00949655.2020.1728761MaRDI QIDQ5107781zbMATH OpenOpenAlexFDO

Authors Cong Xu, Min Yang, Jin Zhang

Publication date 28 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.01449

zbMATH Keywords

deflation methodQR factorizationsparse PCAsubspace projectiontruncation

Mathematics Subject Classification ID

Statistics (62-XX)

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