Sparse canonical correlation analysis algorithm with alternating direction method of multipliers (Q5088121)

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scientific article; zbMATH DE number 7552803
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Sparse canonical correlation analysis algorithm with alternating direction method of multipliers
scientific article; zbMATH DE number 7552803

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    Sparse canonical correlation analysis algorithm with alternating direction method of multipliers (English)
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    4 July 2022
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    multivariate data analysis
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    \(\ell 1\)-norm optimization
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    sparse canonical correlation analysis (SCCA)
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    alternating direction method of multipliers (ADMM)
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