Sparse principal component analysis by choice of norm

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 loadin...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Journal of multivariate analysis. - 1998. - 114(2013) vom: 01. Feb., Seite 127-160
1. Verfasser: Qi, Xin (VerfasserIn)
Weitere Verfasser: Luo, Ruiyan, Zhao, Hongyu
Format: Aufsatz
Sprache:English
Veröffentlicht: 2013
Zugriff auf das übergeordnete Werk:Journal of multivariate analysis
Schlagworte:Journal Article consistency in high-dimensional high-dimensional data iterative algorithm sparse principal component analysis uncorrelated or orthogonal principal components