Sparse Principal Component Analysis via Axis-Aligned Random Projections

DOI10.1111/RSSB.12360OpenAlexW2997636101MaRDI QIDQ5087136FDOQ5087136

Richard Samworth, Milana Gataric, Tengyao Wang

Publication date: 8 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05630

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zbMATH Keywords

dimensionality reductionsketchingensemble learningeigenspace estimationstatistical and computational trade-offs

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (8)

• High-resolution signal recovery via generalized sampling and functional principal component analysis
• A Unifying Tutorial on Approximate Message Passing
• On principal components regression, random projections, and column subsampling
• Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
• The Sparse Principal Component of a Constant-Rank Matrix
• High-dimensional clustering via random projections
• Title not available (Why is that?)
• Variable selection using axis-aligned random projections for partial least-squares regression

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