Sparse PCA: Convex Relaxations, Algorithms and Applications
From MaRDI portal
Publication:2802550
DOI10.1007/978-1-4614-0769-0_31zbMath1334.90120arXiv1011.3781OpenAlexW1599867596MaRDI QIDQ2802550
No author found.
Publication date: 26 April 2016
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.3781
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Applications of mathematical programming (90C90)
Related Items
An \(\ell_1\)-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking, Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA, Solving sparse principal component analysis with global support, A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming, Sparse PCA on fixed-rank matrices, Unnamed Item, A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices, Alternating direction method of multipliers for penalized zero-variance discriminant analysis, Bayesian variable selection for globally sparse probabilistic PCA, Understanding large text corpora via sparse machine learning
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing the nullspace property using semidefinite programming
- The varimax criterion for analytic rotation in factor analysis
- High-dimensional analysis of semidefinite relaxations for sparse principal components
- Smoothing technique and its applications in semidefinite optimization
- Introductory lectures on convex optimization. A basic course.
- Low-Rank Approximations with Sparse Factors I: Basic Algorithms and Error Analysis
- Generalized power method for sparse principal component analysis
- Decoding by Linear Programming
- Matrix Analysis
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Sparse Approximate Solutions to Linear Systems
- Sparse nonnegative solution of underdetermined linear equations by linear programming
- A Direct Formulation for Sparse PCA Using Semidefinite Programming