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Computer ScienceMathematics

Sparse Principal Component Analysis

H. Zou, T. Hastie, R. Tibshirani

2006.6.1JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

DOI: 10.1198/106186006x113430

tlooto Summary

This work introduces a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified principal components with sparse loadings and shows that PCA can be formulated as a regression-type optimization problem.

Abstract

Abstract is not available.

Citation format

ZOU, H.; HASTIE, T.; TIBSHIRANI, R. Sparse principal component analysis. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2006, 15: 265–286.