Sparse principal component analysis by choice of norm

@article{Qi2013SparsePC,
  title={Sparse principal component analysis by choice of norm},
  author={Xin Qi and Ruiyan Luo and Hongyu Zhao},
  journal={Journal of multivariate analysis},
  year={2013},
  volume={114},
  pages={
          127-160
        }
}
  • Xin Qi, Ruiyan Luo, Hongyu Zhao
  • Published in J. Multivar. Anal. 2013
  • Computer Science, Mathematics, Medicine
  • Journal of multivariate analysis
  • Recent years have seen the developments of several methods for sparse principal component analysis due to its importance in the analysis of high dimensional data. Despite the demonstration of their usefulness in practical applications, they are limited in terms of lack of orthogonality in the loadings (coefficients) of different principal components, the existence of correlation in the principal components, the expensive computation needed, and the lack of theoretical results such as… CONTINUE READING

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