Sparse Principal Component Analysis via Variable Projection
DOI10.48550/arXiv.1804.00341zbMath1440.62231arXiv1804.00341MaRDI QIDQ150980
N. Benjamin Erichson, Peng Zheng, Krithika Manohar, Steven L. Brunton, J. Nathan Kutz, Aleksandr Y. Aravkin, Aleksandr Y. Aravkin, J. Nathan Kutz, Steven L. Brunton, Peng Zheng, N. Benjamin Erichson, Krithika Manohar
Publication date: 1 April 2018
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.00341
dimension reduction; randomized algorithms; sparse principal component analysis; variable projection
62H25: Factor analysis and principal components; correspondence analysis
62J12: Generalized linear models (logistic models)
68W20: Randomized algorithms
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