Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem

DOI10.1080/10618600.2019.1568014OpenAlexW3104763736WikidataQ128544497 ScholiaQ128544497MaRDI QIDQ3391278

Yongho Jeon, Sungkyu Jung, Jeongyoun Ahn

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.03170

zbMATH Keywords

classificationprincipal component analysiscanonical correlation analysisgroup Lassosufficient dimension reductionLassoeigen-decomposition

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Double-Matched Matrix Decomposition for Multi-View Data ⋮ Eigenvectors from Eigenvalues Sparse Principal Component Analysis

Uses Software

• PMA
• msda
• GSPPCA

Cites Work

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