Sparse principal component analysis in Hilbert space

DOI10.1111/SJOS.12106MaRDI QIDQ5177962zbMATH OpenOpenAlexFDO

Authors Xin Qi, Ruiyan Luo

Publication date 9 March 2015

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12106

zbMATH Keywords

dimension reduction and feature selectionhigh-dimensional dataHilbert spacesparse PCA in Hilbert space

Mathematics Subject Classification ID

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

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Cites work

• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• A proof of convergence of the concave-convex procedure using Zangwill's theory
• Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
• Finite sample approximation results for principal component analysis: A matrix perturbation approach
• Functional Data Analysis with R and MATLAB
• Functional data analysis.
• Generalized power method for sparse principal component analysis
• High-dimensional analysis of semidefinite relaxations for sparse principal components
• scientific article; zbMATH DE number 852532 (Why is no real title available?)
• On consistency and sparsity for principal components analysis in high dimensions
• Parameter convergence for EM and MM algorithms
• PCA consistency in high dimension, low sample size context
• Principal component analysis.
• Projected gradient approach to the numerical solution of the SCoTLASS
• Sparse principal component analysis by choice of norm
• Sparse principal component analysis via regularized low rank matrix approximation
• The Concave-Convex Procedure

Cited in

(8)

• Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety
• Sparse principal component analysis via fractional function regularity
• The Sparse Principal Component of a Constant-Rank Matrix
• scientific article; zbMATH DE number 6129459 (Why is no real title available?)
• A generalized least-square matrix decomposition
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• [HDDA] sparse subspace constrained partial least squares
• Application of the sequential matrix diagonalization algorithm to high-dimensional functional MRI data

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