Sparse-smooth regularized singular value decomposition
From MaRDI portal
Publication:391596
DOI10.1016/j.jmva.2013.02.011zbMath1359.62222MaRDI QIDQ391596
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.011
62G08: Nonparametric regression and quantile regression
62H25: Factor analysis and principal components; correspondence analysis
62G07: Density estimation
Uses Software
Cites Work
- Unnamed Item
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Statistical theory of shape under elliptical models and singular value decompositions
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
- Minimax estimation via wavelet shrinkage
- Functional principal components analysis via penalized rank one approximation
- Pathwise coordinate optimization
- The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions
- Biclustering via Sparse Singular Value Decomposition
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Functional Principal Component Regression and Functional Partial Least Squares
- Ideal spatial adaptation by wavelet shrinkage
- Regularization of Wavelet Approximations
- Sparsity and Smoothness Via the Fused Lasso
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Singular Value Decomposition–Based Alternative Splicing Detection