A coordinate descent MM algorithm for fast computation of sparse logistic PCA

DOI10.1016/J.CSDA.2013.01.001MaRDI QIDQ333734zbMATH OpenOpenAlexFDO

Authors Seokho Lee, Jianhua Z. Huang

Publication date 31 October 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.01.001

zbMATH Keywords

penalized maximum likelihoodprincipal component analysisbinary dataMM algorithmcoordinate descent algorithm

Mathematics Subject Classification ID

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

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Cited in

(5)

• OLS with multiple high dimensional category variables
• Sparse principal component regression with adaptive loading
• Sparse logistic principal components analysis for binary data
• Sparse exponential family principal component analysis
• Sparse logistic functional principal component analysis for binary data

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