Approximation bounds for sparse principal component analysis

DOI10.1007/s10107-014-0751-7zbMath1303.90079arXiv1205.0121OpenAlexW2153671921MaRDI QIDQ484129

Yong-Cai Geng, Sumit K. Garg

Publication date: 18 December 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.0121

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Semidefinite programming (90C22) Combinatorial optimization (90C27)

Related Items

Several approximation algorithms for sparse best rank-1 approximation to higher-order tensors, Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA, Solving sparse principal component analysis with global support, Distance geometry and data science, Practical approximation algorithms for \(\ell_1\)-regularized sparse rank-1 approximation to higher-order tensors, Sparse PCA on fixed-rank matrices, Unnamed Item, Alternating direction method of multipliers for penalized zero-variance discriminant analysis

Uses Software

• Outward rotations

Cites Work

• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• Optimal detection of sparse principal components in high dimension
• Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
• High-dimensional analysis of semidefinite relaxations for sparse principal components
• Non-Euclidean restricted memory level method for large-scale convex optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
• Outward rotations
• Generalized power method for sparse principal component analysis
• Coresets, sparse greedy approximation, and the Frank-Wolfe algorithm
• Low-Rank Optimization on the Cone of Positive Semidefinite Matrices
• Information, Physics, and Computation
• Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
• Smoothed analysis of algorithms
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Mean Field Models for Spin Glasses