Sparse canonical correlation analysis algorithm with alternating direction method of multipliers

DOI10.1080/03610918.2018.1520867OpenAlexW2911528233WikidataQ128549934 ScholiaQ128549934MaRDI QIDQ5088121

Qiusheng Wang, Xiaolan Gu

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1520867

zbMATH Keywords

multivariate data analysisalternating direction method of multipliers (ADMM)sparse canonical correlation analysis (SCCA)\(\ell 1\)-norm optimization

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• PMA

Cites Work

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• Multi-Agent Distributed Optimization via Inexact Consensus ADMM
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• Fast Image Recovery Using Variable Splitting and Constrained Optimization
• RELATIONS BETWEEN TWO SETS OF VARIATES

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