Sparse principal component analysis by choice of norm

DOI10.1016/j.jmva.2012.07.004zbMath1255.62174OpenAlexW2020797285WikidataQ43225515 ScholiaQ43225515MaRDI QIDQ1931858

Hongyu Zhao, Xin Qi, Ruiyan Luo

Publication date: 16 January 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.004

zbMATH Keywords

iterative algorithmhigh-dimensional dataconsistency in high dimensionsuncorrelated or orthogonal principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of mathematical programming (90C90)

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Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes ⋮ Sparse local influence analysis ⋮ Biclustering via structured regularized matrix decomposition ⋮ \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS ⋮ Biobjective sparse principal component analysis ⋮ Compressed modes for variational problems in mathematics and physics ⋮ From simple structure to sparse components: a review ⋮ Sparse Principal Component Analysis in Hilbert Space ⋮ Signal extraction approach for sparse multivariate response regression ⋮ Sparse principal component analysis with missing observations

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