Sparse Principal Component Analysis via Axis-Aligned Random Projections

DOI10.1111/rssb.12360OpenAlexW2997636101MaRDI QIDQ5087136

Richard J. 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

zbMATH Keywords

sketchingdimensionality reductionensemble learningeigenspace estimationstatistical and computational trade-offs

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

High-resolution signal recovery via generalized sampling and functional principal component analysis ⋮ High-dimensional clustering via random projections ⋮ Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association ⋮ A Unifying Tutorial on Approximate Message Passing

This page was built for publication: Sparse Principal Component Analysis via Axis-Aligned Random Projections