Eigenvectors from Eigenvalues Sparse Principal Component Analysis

DOI10.1080/10618600.2021.1987254OpenAlexW3202317228MaRDI QIDQ5084448FDOQ5084448

Authors: H. Robert Frost 

Publication date: 24 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.01924

zbMATH Keywords

principal component analysissparse principal component analysiseigenvector-eigenvalue identitysparse eigenvalue decomposition

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Principal component analysis.
• Title not available (Why is that?)
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Principal component analysis: a review and recent developments
• On consistency and sparsity for principal components analysis in high dimensions
• Truncated power method for sparse eigenvalue problems
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
• Sparse principal component analysis and iterative thresholding
• Sparse principal component analysis via regularized low rank matrix approximation
• Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
• A majorization-minimization approach to the sparse generalized eigenvalue problem
• Simple Principal Components
• Eigenvectors from eigenvalues: a survey of a basic identity in linear algebra
• Sparse CCA: adaptive estimation and computational barriers

Uses Software

• GO.db
• limma
• ElemStatLearn
• PMA
• UMAP

This page was built for publication: Eigenvectors from Eigenvalues Sparse Principal Component Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084448)