Sparse principal component of a rank-deficient matrix.
Megasthenis AsterisDimitris S. PapailiopoulosGeorge N. KarystinosPublished in: ISIT (2011)
Keyphrases
- principal components
- principal component analysis
- null space
- low rank approximation
- coefficient matrix
- covariance matrix
- sparse matrix
- singular value decomposition
- singular values
- singular vectors
- dimensionality reduction
- nuclear norm minimization
- multivariate data
- kernel space
- rank minimization
- principal component regression
- low rank
- hyperplane
- correlation coefficient
- tensor factorization
- sparse representation
- high dimensional
- low rank matrix
- eigenvalue decomposition
- principal curves
- low dimensional
- data sets
- missing data
- high dimensional data
- feature set
- support vector