Least Squares Sparse Principal Component Analysis: A Backward Elimination Approach to Attain Large Loadings

DOI10.1111/anzs.12128zbMath1336.62161OpenAlexW1791934516MaRDI QIDQ2802886

Giovanni Maria Merola

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12128

zbMATH Keywords

branch-and-boundSPCAiterative eliminationuncorrelated components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items

SIMPCA: a framework for rotating and sparsifying principal components, Projection sparse principal component analysis: an efficient least squares method

Uses Software

• R
• UCI-ml
• StatLib Datasets Archive

Cites Work

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