Sparse PCA by iterative elimination algorithm

DOI10.1007/S10444-011-9186-3MaRDI QIDQ429783zbMATH OpenOpenAlexFDO

Authors Qiang Wu, Yang Wang

Publication date 20 June 2012

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10444-011-9186-3

zbMATH Keywords

support vector machinessparse principal component analysisdeflationapproximated minimal variance loss criterion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Gene selection for cancer classification using support vector machines
• Generalized power method for sparse principal component analysis
• Optimal solutions for sparse principal component analysis
• Principal component analysis.
• Sparse principal component analysis via regularized low rank matrix approximation

Cited in

(5)

• Smart Alpha: active management with unstable and latent factors
• Interpretable functional principal component analysis
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• IMSmining: a tool for imaging mass spectrometry data biomarker selection and~classification
• Projection sparse principal component analysis: an efficient least squares method

Describes a project that uses

Uses Software

• DSPCA

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