Eigenvectors from Eigenvalues Sparse Principal Component Analysis

DOI10.1080/10618600.2021.1987254MaRDI QIDQ5084448zbMATH OpenOpenAlexFDO

Authors H. Robert Frost

Publication date 24 June 2022

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• A majorization-minimization approach to the sparse generalized eigenvalue problem
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Eigenvectors from eigenvalues: a survey of a basic identity in linear algebra
• On consistency and sparsity for principal components analysis in high dimensions
• Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
• Principal component analysis.
• Principal component analysis: a review and recent developments
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Simple Principal Components
• Sparse CCA: adaptive estimation and computational barriers
• 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
• Truncated power method for sparse eigenvalue problems

Describes a project that uses

Uses Software

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

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