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On Consistency and Sparsity for Principal Components Analysis in High Dimensions - MaRDI portal

On Consistency and Sparsity for Principal Components Analysis in High Dimensions (Q5252135)

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scientific article; zbMATH DE number 6441085
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On Consistency and Sparsity for Principal Components Analysis in High Dimensions
scientific article; zbMATH DE number 6441085

    Statements

    On Consistency and Sparsity for Principal Components Analysis in High Dimensions (English)
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    29 May 2015
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    eigenvectors
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    reduction of dimension
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    regularization
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    thresholding
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