Sparse Principal Component Analysis via Axis-Aligned Random Projections

DOI10.1111/RSSB.12360MaRDI QIDQ5087136zbMATH OpenOpenAlexFDO

Authors Milana Gataric, Tengyao Wang, Richard Samworth

Publication date 8 July 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

dimensionality reductionsketchingensemble learningeigenspace estimationstatistical and computational trade-offs

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(8)

• High-resolution signal recovery via generalized sampling and functional principal component analysis
• On principal components regression, random projections, and column subsampling
• A Unifying Tutorial on Approximate Message Passing
• 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
• scientific article; zbMATH DE number 6129459 (Why is no real title available?)
• Variable selection using axis-aligned random projections for partial least-squares regression

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