Principal component analysis with weighted sparsity constraint

MaRDI QIDQ3566323zbMATH OpenFDO

Authors Thanh D. X. Duong, Vu N. Duong

Publication date 7 June 2010

zbMATH Keywords

iterative re-weightingprincipal component analysissemidefinite programmingsemidefinite relaxationtruncation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of mathematical programming (90C90)

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Cited in

(2)

• Intuitionistic fuzzy linguistic induced generalized hybrid weighted averaging operator and its application to take targeted measures in poverty alleviation
• Sparse matrix transform based weight updating in partial least squares regression

Describes a project that uses

Uses Software

• SDPT3
• DSPCA

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