Gradient-based sparse principal component analysis with extensions to online learning

DOI10.1093/biomet/asac041arXiv1911.08048OpenAlexW2991604255MaRDI QIDQ6045146

Jing Lei, Yixuan Qiu, Kathryn Roeder

Publication date: 26 May 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.08048

zbMATH Keywords

convex optimizationonline learningdimensionality reductiongradient descentsparse principal component analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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