Automatic sparse principal component analysis

DOI10.1002/CJS.11579zbMath1492.62111OpenAlexW3117873759MaRDI QIDQ5094245

Rui Yamaguchi, Satoru Miyano, Heewon Park, Seiya Imoto

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11579

zbMATH Keywords

singular value decompositionprincipal component analysisdimensionality reductionsparsity\(L_1\)-type regularization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Computational methods for sparse matrices (65F50)

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