Dynamic Principal Component Analysis in High Dimensions

DOI10.1080/01621459.2022.2115917arXiv2104.03087OpenAlexW4292657387WikidataQ114101018 ScholiaQ114101018MaRDI QIDQ6153994

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Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.03087

zbMATH Keywords

dimension reductionsparsitylocal linear smoothingmanifold optimization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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