Feature grouping and sparse principal component analysis with truncated regularization
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Cites work
- A general truncated regularization framework for contrast-preserving variational signal and image restoration: motivation and implementation
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Joint Group Sparse PCA for Compressed Hyperspectral Imaging
- Joint sparse principal component analysis
- On consistency and sparsity for principal components analysis in high dimensions
- On constrained and regularized high-dimensional regression
- On constrained optimization with nonconvex regularization
- On the ``degrees of freedom of the lasso
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous supervised clustering and feature selection over a graph
- Sparse PCA: optimal rates and adaptive estimation
- Sparse principal component analysis via variable projection
- Sparsity and Smoothness Via the Fused Lasso
- Structured variable selection with sparsity-inducing norms
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Truncated \(L_1\) regularized linear regression: theory and algorithm
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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