A majorization-minimization approach to the sparse generalized eigenvalue problem
From MaRDI portal
(Redirected from Publication:413888)
canonical correlation analysiscross-language document retrievalD.c. programFisher discriminant analysisgeneralized eigenvalue problemmajorization-minimizationmusic annotationprincipal component analysissparsityZangwill's theory of global convergence
Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Semidefinite programming (90C22)
Recommendations
- Sparse Generalized Eigenvalue Problem Via Smooth Optimization
- scientific article; zbMATH DE number 3969997
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- scientific article; zbMATH DE number 3874487
- scientific article; zbMATH DE number 278841
- scientific article; zbMATH DE number 1507107
- scientific article; zbMATH DE number 4201480
- A Fast Majorize–Minimize Algorithm for the Recovery of Sparse and Low-Rank Matrices
- scientific article; zbMATH DE number 778128
- Sparse tensor approximation of parametric eigenvalue problems
Cites work
- 10.1162/15324430152748236
- 10.1162/153244303322753751
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Adaptive total variation image deblurring: a majorization-minimization approach
- An extension of mechanism design optimization for motion generation
- An introduction to support vector machines and other kernel-based learning methods.
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Convex Analysis
- Correspondence analysis with least absolute residuals
- DC programming: overview.
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Generalized power method for sparse principal component analysis
- scientific article; zbMATH DE number 3972625 (Why is no real title available?)
- scientific article; zbMATH DE number 4002053 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1843268 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3310599 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Least angle regression. (With discussion)
- Monotonicity of quadratic-approximation algorithms
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Optimal solutions for sparse principal component analysis
- Principal component analysis.
- Principal Variables
- Regularization and Variable Selection Via the Elastic Net
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Robust Statistics
- SDP relaxations in combinatorial optimization from a Lagrangian viewpoint.
- Semidefinite Programming
- Smooth minimization of non-smooth functions
- The Concave-Convex Procedure
- Variable selection using MM algorithms
Cited in
(22)- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- Structured variable selection via prior-induced hierarchical penalty functions
- Regularized generalized eigen-decomposition with applications to sparse supervised feature extraction and sparse discriminant analysis
- Generalized eigenvalue decomposition applied to estimation of spatial rPPG distribution of skin
- An \(\ell_1\)-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking
- From simple structure to sparse components: a review
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- The sparse principal component analysis problem: optimality conditions and algorithms
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Eigenvectors from Eigenvalues Sparse Principal Component Analysis
- Efficient decomposition-based algorithms for _1-regularized inverse problems with column-orthogonal and Kronecker product matrices
- Penalized principal component analysis using smoothing
- Estimation of leading multi-block canonical correlation directions via _1-norm constrained proximal gradient descent
- Title not available (Why is no real title available?)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Pruning of error correcting output codes by optimization of accuracy-diversity trade off
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
This page was built for publication: A majorization-minimization approach to the sparse generalized eigenvalue problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413888)
