Biobjective sparse principal component analysis

DOI10.1016/J.JMVA.2014.07.010MaRDI QIDQ458642zbMATH OpenOpenAlexFDO

Authors Emilio Carrizosa, Vanesa Guerrero

Publication date 8 October 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.07.010

zbMATH Keywords

principal component analysismixed integer nonlinear programmingsparsenessbiobjective optimization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Combinatorial optimization (90C27)

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• An exact approach to sparse principal component analysis
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Cites work

• scientific article; zbMATH DE number 2166303 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Modern Multivariate Statistical Techniques
• Optimization by simulated annealing
• Principal component analysis.
• Sparse principal component analysis by choice of norm
• Sparse principal component analysis via regularized low rank matrix approximation
• Variable neighborhood search

Cited in

(5)

• Visualizing data as objects by DC (difference of convex) optimization
• Variable selection for naïve Bayes classification
• Optimization problems for machine learning: a survey
• rs-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS
• Integer constraints for enhancing interpretability in linear regression

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