Sparse Variable PCA Using Geodesic Steepest Descent

DOI10.1109/TSP.2008.2006587zbMath1390.94449MaRDI QIDQ4568879

Victor Solo, Magnús Örn Úlfarsson

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (7)

Sparse principal component analysis and iterative thresholding ⋮ Improved distributed particle filters for tracking in a wireless sensor network ⋮ A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold ⋮ An inexact Riemannian proximal gradient method ⋮ Sparse PCA: optimal rates and adaptive estimation ⋮ Bayesian variable selection for globally sparse probabilistic PCA ⋮ Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold

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