Eigenvectors from Eigenvalues Sparse Principal Component Analysis

DOI10.1080/10618600.2021.1987254OpenAlexW3202317228MaRDI QIDQ5084448

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)

Uses Software

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

Cites Work

• Unnamed Item
• Unnamed Item
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
• Sparse principal component analysis and iterative thresholding
• A majorization-minimization approach to the sparse generalized eigenvalue problem
• Sparse principal component analysis via regularized low rank matrix approximation
• Sparse CCA: adaptive estimation and computational barriers
• Principal component analysis.
• Principal component analysis: a review and recent developments
• Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
• Simple Principal Components
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• On Consistency and Sparsity for Principal Components Analysis in High Dimensions
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Eigenvectors from eigenvalues: A survey of a basic identity in linear algebra