Sparse principal component analysis subject to prespecified cardinality of loadings

DOI10.1007/S00180-015-0608-4MaRDI QIDQ333376zbMATH OpenOpenAlexFDO

Authors Kohei Adachi, Nickolay T. Trendafilov

Publication date 28 October 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-015-0608-4

zbMATH Keywords

alternating least squarespenalty-free approachpercentages of explained variancessparse loadings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• scientific article; zbMATH DE number 5224144 (Why is no real title available?)
• A new look at the statistical model identification
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Constrained principal component analysis and related techniques
• Estimating the dimension of a model
• From simple structure to sparse components: a review
• Generalized power method for sparse principal component analysis
• Modern Multivariate Statistical Techniques
• Optimal solutions for sparse principal component analysis
• Principal component analysis.
• Sparse principal component analysis via regularized low rank matrix approximation
• Sparse principal components by semi-partition clustering
• Sparse versus simple structure loadings

Cited in

(13)

• High-dimensional disjoint factor analysis with its EM algorithm version
• Sparse correspondence analysis for large contingency tables
• Sparse principal component analysis with measurement errors
• Penalty-free sparse PCA
• Weakly correlated sparse components with nearly orthonormal loadings
• Principal component analysis constrained by layered simple structures
• Sparse principal component regression with adaptive loading
• Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array
• Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint
• An empirical comparison of two approaches for CDPCA in high-dimensional data
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• A guide for sparse PCA: model comparison and applications
• Alternative penalty functions for penalized likelihood principal components

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Uses Software

• PMA

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