Sparse Variable PCA Using Geodesic Steepest Descent

DOI10.1109/TSP.2008.2006587MaRDI QIDQ4568879zbMATH OpenFDO

Authors Magnús Örn Úlfarsson, V. Solo

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Sparse principal component analysis via variable projection
• Vector $l_0$ Sparse Variable PCA
• PCA Sparsified
• Sparse PCA: convex relaxations, algorithms and applications
• Sparse PCA via covariance thresholding
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• An exact approach to sparse principal component analysis
• Sparse PCA on fixed-rank matrices
• Sparse principal component regression via singular value decomposition approach
• Sparse principal component analysis by choice of norm

Cited in

(7)

• An inexact Riemannian proximal gradient method
• Sparse PCA: optimal rates and adaptive estimation
• Improved distributed particle filters for tracking in a wireless sensor network
• Sparse principal component analysis and iterative thresholding
• Exact penalty function for \(\ell_{2,1}\) norm minimization over the Stiefel manifold
• Bayesian variable selection for globally sparse probabilistic PCA
• A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold

This page was built for publication: Sparse Variable PCA Using Geodesic Steepest Descent

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4568879)