Comparing classical and robust sparse PCA

DOI10.1007/978-3-642-33042-1_31MaRDI QIDQ2805799zbMATH OpenOpenAlexFDO

Authors Valentin Todorov, P. Filzmoser

Publication date 13 May 2016

Published in Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33042-1_31

zbMATH Keywords

robust statisticsprincipcal component analysis

Mathematics Subject Classification ID

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

Recommendations

• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization
• Robust sparse principal component analysis
• High dimension low sample size asymptotics of robust PCA
• Robust PCA for high-dimensional data
• A guide for sparse PCA: model comparison and applications

Cites work

• scientific article; zbMATH DE number 1260614 (Why is no real title available?)
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization
• Robust Statistics
• Sparse principal component analysis via regularized low rank matrix approximation

Cited in

(9)

• Joint sparse principal component analysis
• Robust PCA for skewed data and its outlier map
• Sparse principal component analysis with measurement errors
• High dimension low sample size asymptotics of robust PCA
• Robust sparse principal component analysis: situation of full sparseness
• A guide for sparse PCA: model comparison and applications
• Robust sparse principal component analysis
• Generalized spherical principal component analysis
• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization

Describes a project that uses

Uses Software

• ROBPCA
• robustbase

This page was built for publication: Comparing classical and robust sparse PCA

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805799)