Sparse principal component analysis via regularized low rank matrix approximation (Q928846)

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scientific article; zbMATH DE number 5287843
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Sparse principal component analysis via regularized low rank matrix approximation
scientific article; zbMATH DE number 5287843

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    Sparse principal component analysis via regularized low rank matrix approximation (English)
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    11 June 2008
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    dimension reduction
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    high-dimension-low-sample-size
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    regularization
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    singular value decomposition
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    thresholding
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