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Principal component selection via adaptive regularization method and generalized information criterion - MaRDI portal

Principal component selection via adaptive regularization method and generalized information criterion (Q513693)

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scientific article; zbMATH DE number 6692587
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English
Principal component selection via adaptive regularization method and generalized information criterion
scientific article; zbMATH DE number 6692587

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    Principal component selection via adaptive regularization method and generalized information criterion (English)
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    7 March 2017
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    adaptive \(\mathrm L_1\)-type penalty
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    information criterion
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    principal component analysis
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    sparse regression modeling
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