Principal component projection with low-degree polynomials

DOI10.1007/s10915-020-01336-4zbMath1497.62142arXiv1902.08656OpenAlexW3098826387MaRDI QIDQ2219638

Stephen D. Farnham, Bruce W. Suter, Li-Xin Shen

Publication date: 20 January 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.08656

zbMATH Keywords

Chebyshev polynomialPCAprincipal component projection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites Work

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• Backward Stability of Iterations for Computing the Polar Decomposition
• Stability of the Lanczos Method for Matrix Function Approximation
• Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization

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