Principal component analysis with drop rank covariance matrix

DOI10.3934/JIMO.2020072MaRDI QIDQ2666657zbMATH OpenOpenAlexFDO

Authors Yitong Guo, Bingo Wing-Kuen Ling

Publication date 23 November 2021

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2020072

zbMATH Keywords

drop rank covariance matrixfirst-order derivative conditionprincipal component analysissecond-order derivative conditionunitary condition

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Quadratic programming (90C20) Applications of mathematical programming (90C90)

Recommendations

• Principal components under singularity
• Towards theory of generic principal component analysis
• Some relations between the comparison of covariance matrices and principal component analysis
• Finite sample approximation results for principal component analysis: A matrix perturbation approach
• Quantifying the estimation error of principal component vectors

Cites work

• A Fixed-Point Online Kernel Principal Component Extraction Algorithm
• An improved total variation regularized RPCA for moving object detection with dynamic background
• An integrated principal component analysis and multi-objective mathematical programming approach to agile supply chain network design under uncertainty
• Constrained Cramér–Rao Bound on Robust Principal Component Analysis
• Estimation in polytomous logistic model: Comparison of methods
• Fast principal component extraction by a weighted information criterion
• ISAR Cross-Range Scaling Using Iterative Processing via Principal Component Analysis and Bisection Algorithm
• Joint sparse principal component analysis
• Optimal Algorithms for <formula formulatype="inline"> <tex Notation="TeX">$L_{1}$</tex></formula>-subspace Signal Processing
• Robust Principal Component Analysis Based on Maximum Correntropy Criterion

This page was built for publication: Principal component analysis with drop rank covariance matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2666657)