Sparse Variable PCA Using Geodesic Steepest Descent

DOI10.1109/TSP.2008.2006587zbMATH Open1390.94449MaRDI QIDQ4568879FDOQ4568879

Authors: Magnús Örn Úlfarsson, V. Solo 

Publication date: 27 June 2018

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

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Mathematics Subject Classification ID

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

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
• A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
• Bayesian variable selection for globally sparse probabilistic PCA

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