Penalty-free sparse PCA

MaRDI QIDQ3295344zbMATH OpenFDO

Authors Kohei Adachi, Nickolay T. Trendafilov

Publication date 8 July 2020

zbMATH Keywords

constrained matrix complexityloss function decompositionsparse component loadings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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(5)

• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• In the pursuit of sparseness: a new rank-preserving penalty for a finite mixture of factor analyzers
• Sparse principal component analysis subject to prespecified cardinality of loadings
• Alternative penalty functions for penalized likelihood principal components
• Sparse principal component analysis based on transformed \({L_1}\) penalty

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