Sparse principal component analysis based on transformed L₁ penalty

DOI10.13338/J.ISSN.1006-8341.2016.04.011MaRDI QIDQ5276435zbMATH OpenFDO

Authors Jiajia Ren, Qian Zhang, Hai-Yang Li

Publication date 14 July 2017

Full work available at URL https://doi.org/10.13338/J.ISSN.1006-8341.2016.04.011

zbMATH Keywords

iterative thresholding algorithmsparse principal component analysistransformed \({L_1}\) penalty

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cited in

(1)

• Minimization of transformed \(l_1\) penalty: closed form representation and iterative thresholding algorithms

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