From simple structure to sparse components: a review
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Publication:2259727
DOI10.1007/s00180-013-0434-5zbMath1306.65143MaRDI QIDQ2259727
Publication date: 5 March 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-013-0434-5
factor analysis; LASSO; projected gradients; orthogonal and oblique rotations; constrained optimization on matrix manifolds; simple structure loadings; sparse component loadings; sparseness inducing constraints
62-08: Computational methods for problems pertaining to statistics
62H25: Factor analysis and principal components; correspondence analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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Uses Software
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