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Sparse Principal Component Analysis
Arrays Gene expression Lasso/elastic net Multivariate analysis Singular value decomposition Thresholding
2015/8/21
Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However,PCA suffers from the fact that each principal component is a linear combination of all the or...
Approximation Bounds for Sparse Principal Component Analysis
Sparse PCA convex relaxation semidefinite programming approximation bounds detection
2012/5/9
We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testi...