Sparse and integrative principal component analysis for multiview data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 7370572 (Why is no real title available?)
- scientific article; zbMATH DE number 7626713 (Why is no real title available?)
- scientific article; zbMATH DE number 3061616 (Why is no real title available?)
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Angle-based joint and individual variation explained
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Bidimensional linked matrix factorization for pan-omics pan-cancer analysis
- Covariance matrix estimation under low-rank factor model with nonnegative correlations
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Eigenvalues of large sample covariance matrices of spiked population models
- Generalized power method for sparse principal component analysis
- Gradient-based sparse principal component analysis with extensions to online learning
- Heteroskedastic PCA: algorithm, optimality, and applications
- High dimensional semiparametric latent graphical model for mixed data
- Integrative factorization of bidimensionally linked matrices
- Integrative multi-view regression: bridging group-sparse and low-rank models
- Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
- Localized Functional Principal Component Analysis
- Minimax sparse principal subspace estimation in high dimensions
- Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
- On the distribution of the largest eigenvalue in principal components analysis
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
- Optimal shrinkage of eigenvalues in the spiked covariance model
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Probabilistic Principal Component Analysis
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Semiparametric partial common principal component analysis for covariance matrices
- Sparse PCA: optimal rates and adaptive estimation
- Sparse principal component analysis via regularized low rank matrix approximation
- Sparse principal component analysis via variable projection
- Sparsistency and agnostic inference in sparse PCA
- Structural learning and integrative decomposition of multi-view data
- Structured sparsity through convex optimization
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
This page was built for publication: Sparse and integrative principal component analysis for multiview data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6635573)