Consistency of sparse PCA in High Dimension, Low Sample Size contexts.
Dan ShenHaipeng ShenJ. S. MarronPublished in: J. Multivar. Anal. (2013)
Keyphrases
- high dimension
- sample size
- small sample
- sparse pca
- feature selection
- model selection
- real valued
- upper bound
- random sampling
- hyperparameters
- feature space
- support vector machine
- progressive sampling
- input space
- covariance matrix
- anomaly detection
- worst case
- high dimensional
- generalization error
- nearest neighbor
- pairwise
- pattern recognition