Sparse PCA: a new scalable estimator based on integer programming
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Cites work
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
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- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
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- Exact and approximation algorithms for sparse principal component analysis
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- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 47363 (Why is no real title available?)
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- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- On consistency and sparsity for principal components analysis in high dimensions
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal detection of sparse principal components in high dimension
- Optimal rates of convergence for sparse covariance matrix estimation
- Optimal solutions for sparse principal component analysis
- Perspective cuts for a class of convex 0-1 mixed integer programs
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- Perturbation bounds in connection with singular value decomposition
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse PCA via covariance thresholding
- Sparse Principal Component Analysis via Axis-Aligned Random Projections
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- Sparsistency and agnostic inference in sparse PCA
- Statistical and computational trade-offs in estimation of sparse principal components
- Truncated power method for sparse eigenvalue problems
- Valid inequalities for mixed integer linear programs
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