A Direct Formulation for Sparse PCA Using Semidefinite Programming (Q5757478)
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scientific article; zbMATH DE number 5188183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Direct Formulation for Sparse PCA Using Semidefinite Programming |
scientific article; zbMATH DE number 5188183 |
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A Direct Formulation for Sparse PCA Using Semidefinite Programming (English)
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7 September 2007
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principal component analysis
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Karhunen-Loève transform
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factor analysis
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semidefinite relaxation
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Moreau-Yosida regularization
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semidefinite programming
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