Probel, Clément J. and Tropp, Joel A. (2011) Large-Scales PCA with Sparsity Constraints. ACM Technical Reports, 2011-02. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20220826-185558571
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Abstract
This paper describes a new thresholding technique for constructing sparse principal components. Large-scale implementation issues are addressed, and a mathematical analysis describes situations where the algorithm is effective. In experiments, this method compares favorably with more sophisticated algorithms.
| Item Type: | Report or Paper (Technical Report) | ||||
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| ORCID: |
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| Group: | Applied & Computational Mathematics | ||||
| Series Name: | ACM Technical Reports | ||||
| Issue or Number: | 2011-02 | ||||
| DOI: | 10.7907/51g8-zc61 | ||||
| Record Number: | CaltechAUTHORS:20220826-185558571 | ||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20220826-185558571 | ||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||
| ID Code: | 116590 | ||||
| Collection: | CaltechACMTR | ||||
| Deposited By: | George Porter | ||||
| Deposited On: | 26 Aug 2022 19:48 | ||||
| Last Modified: | 26 Aug 2022 20:51 |
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