Sparse Principal Component Analysis via Variable Projection
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Publication:150980
DOI10.48550/arXiv.1804.00341zbMath1440.62231arXiv1804.00341OpenAlexW2795757876MaRDI QIDQ150980
N. Benjamin Erichson, Krithika Manohar, J. Nathan Kutz, Steven L. Brunton, Peng Zheng, Aleksandr Y. Aravkin, Steven L. Brunton, Aleksandr Y. Aravkin, N. Benjamin Erichson, Krithika Manohar, Peng Zheng, J. Nathan Kutz
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
Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12) Randomized algorithms (68W20)
Related Items (12)
Numerical approximation of partial differential equations by a variable projection method with artificial neural networks ⋮ A priori sparsification of Galerkin models ⋮ Separable nonlinear least-squares parameter estimation for complex dynamic systems ⋮ Solving sparse principal component analysis with global support ⋮ Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint ⋮ A generalized inertial proximal alternating linearized minimization method for nonconvex nonsmooth problems ⋮ Shallow neural networks for fluid flow reconstruction with limited sensors ⋮ Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting ⋮ Sparse principal component regression via singular value decomposition approach ⋮ An empirical comparison of two approaches for CDPCA in high-dimensional data ⋮ sparsepca ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Uses Software
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