Sparse principal component analysis by choice of norm
Qi X, Luo R, Zhao H. Sparse principal component analysis by choice of norm. Journal Of Multivariate Analysis 2012, 114: 127-160. PMID: 23524453, PMCID: PMC3601508, DOI: 10.1016/j.jmva.2012.07.004.Peer-Reviewed Original ResearchHigh-dimensional situationsSparse principal component analysisReal gene expression dataEfficient iterative algorithmHigh-dimensional dataSparse principal component analysis methodEigenvalue problemOptimization problemIterative methodChoice of normDimensional situationTheoretical resultsTraditional eigenvalue problemIterative algorithmStrict convexityLinear combinationSingle-component modelExpensive computationSparse linear combinationDimensional dataUsual normExistence of correlationsGene expression dataPractical applicationsCompetitive results