Sparse PCA with False Discovery Rate Controlled Variable Selection.
Jasin MachkourArnaud BreloyMichael MumaDaniel P. PalomarFrédéric PascalPublished in: ICASSP (2024)
Keyphrases
- variable selection
- false discovery rate
- sparse pca
- feature selection
- model selection
- dimension reduction
- input variables
- error rate
- hypothesis testing
- high dimensional
- machine learning
- support vector
- cross validation
- feature extraction
- feature space
- support vector machine
- unsupervised learning
- semidefinite programming