A literature review of (Sparse) exponential family PCA

DOI10.1007/s42519-021-00238-4OpenAlexW4210550505WikidataQ115600242 ScholiaQ115600242MaRDI QIDQ2136031

Luke Smallman, Andreas Artemiou

Publication date: 10 May 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00238-4

zbMATH Keywords

dimension reductionGaussian distributionPoisson distributionexponential familytext data analysis

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Uses Software

• ePCA

Cites Work

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• Fisher lecture: Dimension reduction in regression
• Sparse logistic principal components analysis for binary data
• The meta-elliptical distributions with given marginals
• Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination
• Sparse principal component analysis via regularized low rank matrix approximation
• Principal component analysis of binary data by iterated singular value decomposition
• The geometry of mixture likelihoods: A general theory
• \(e\)PCA: high dimensional exponential family PCA
• Variational inference for probabilistic Poisson PCA
• Principal component analysis.
• Sparse regression: scalable algorithms and empirical performance
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
• Sparse exponential family principal component analysis
• Sparse PCA: optimal rates and adaptive estimation
• Probabilistic Principal Component Analysis
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
• The multivariate Poisson-log normal distribution
• Probable networks and plausible predictions — a review of practical Bayesian methods for supervised neural networks
• Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
• Regularization and Variable Selection Via the Elastic Net
• EM Algorithm for Mixed Poisson and Other Discrete Distributions
• A Direct Formulation for Sparse PCA Using Semidefinite Programming