Eigenvectors from Eigenvalues Sparse Principal Component Analysis.
H. Robert FrostPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- sparse principal component analysis
- covariance matrix
- eigenvalues and eigenvectors
- correlation matrix
- principle component analysis
- principal components
- principal component analysis
- laplacian matrix
- eigendecomposition
- singular value decomposition
- sample size
- spectral clustering
- adjacency matrix
- spectral methods
- low dimensional
- principal components analysis
- random matrix theory
- independent component analysis