Weakly correlated sparse components with nearly orthonormal loadings (Q2807551)
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scientific article; zbMATH DE number 6584795
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| English | Weakly correlated sparse components with nearly orthonormal loadings |
scientific article; zbMATH DE number 6584795 |
Statements
Weakly Correlated Sparse Components with Nearly Orthonormal Loadings (English)
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25 May 2016
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Dantzig selector
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LASSO
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orthonormal and oblique component loadings matrices
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optimization on matrix manifolds
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0.8481526970863342
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0.8298986554145813
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0.8093791604042053
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0.8040542006492615
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0.7979929447174072
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