Principal component analysis with drop rank covariance matrix
From MaRDI portal
Publication:2666657
DOI10.3934/jimo.2020072zbMath1476.62126OpenAlexW3013036989MaRDI QIDQ2666657
Bingo Wing-Kuen Ling, Yitong Guo
Publication date: 23 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020072
principal component analysisunitary conditiondrop rank covariance matrixfirst-order derivative conditionsecond-order derivative condition
Factor analysis and principal components; correspondence analysis (62H25) Applications of mathematical programming (90C90) Quadratic programming (90C20)
Cites Work
- An improved total variation regularized RPCA for moving object detection with dynamic background
- Joint sparse principal component analysis
- An integrated principal component analysis and multi-objective mathematical programming approach to agile supply chain network design under uncertainty
- Estimation in polytomous logistic model: Comparison of methods
- Constrained Cramér–Rao Bound on Robust Principal Component Analysis
- Optimal Algorithms for <formula formulatype="inline"> <tex Notation="TeX">$L_{1}$</tex></formula>-subspace Signal Processing
- ISAR Cross-Range Scaling Using Iterative Processing via Principal Component Analysis and Bisection Algorithm
- A Fixed-Point Online Kernel Principal Component Extraction Algorithm
- Fast principal component extraction by a weighted information criterion
- Robust Principal Component Analysis Based on Maximum Correntropy Criterion
This page was built for publication: Principal component analysis with drop rank covariance matrix
