An exact approach to sparse principal component analysis

DOI10.1007/S00180-008-0147-3zbMATH Open1234.62093OpenAlexW2085359512WikidataQ59397202 ScholiaQ59397202MaRDI QIDQ638039FDOQ638039

Authors: Alessio Farcomeni 

Publication date: 8 September 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-008-0147-3

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zbMATH Keywords

branch and bound algorithmdegree of sparsity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

• Principal component analysis.
• 10.1162/153244303322753616
• Regularization and Variable Selection Via the Elastic Net
• Hedonic housing prices and the demand for clean air
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
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• Projected gradient approach to the numerical solution of the SCoTLASS
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• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
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Cited In (25)

• Optimal solutions for sparse principal component analysis
• Sparse PCA: convex relaxations, algorithms and applications
• Sparse principal component analysis via fractional function regularity
• Sparse PCA by iterative elimination algorithm
• Sparse principal component regression via singular value decomposition approach
• Generalized power method for sparse principal component analysis
• Smart Alpha: active management with unstable and latent factors
• Biobjective sparse principal component analysis
• PCA Sparsified
• \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS
• Sparse Variable PCA Using Geodesic Steepest Descent
• Orthogonal simple component analysis: a new, exploratory approach
• Clustering and feature selection using sparse principal component analysis
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• Principal component analysis with weighted sparsity constraint
• Robust sparse principal component analysis: situation of full sparseness
• A guide for sparse PCA: model comparison and applications
• The Sparse Principal Component of a Constant-Rank Matrix
• A plug-in approach to sparse and robust principal component analysis
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• High-dimensional analysis of semidefinite relaxations for sparse principal components
• Title not available (Why is that?)
• Solving sparse principal component analysis with global support
• Sparse PCA on fixed-rank matrices
• Sparsistency and agnostic inference in sparse PCA

Uses Software

• R
• DSPCA

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