Comparing classical and robust sparse PCA

DOI10.1007/978-3-642-33042-1_31zbMATH Open1341.62169OpenAlexW107071865MaRDI QIDQ2805799FDOQ2805799

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
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• 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)

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

Describes a project that uses

Uses Software

• robustbase
• ROBPCA

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