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Sparse PCA with Multiple Components [PDF]

open access: yesOperations Research
Sparse PCA with Multiple Components As the dimension of data sets increases, analysts often rely on principal component analysis (PCA) to summarize data via a small number of informative principal components (PCs). Sparse PCA makes those directions easier to interpret by using only selected variables, but computing several sparse ...
Ryan Cory-Wright, Jean Pauphilet
openaire   +3 more sources

Probabilistic power flow calculation using principal component analysis-based compressive sensing

open access: yesFrontiers in Energy Research, 2023
The increasing scale of the injection of renewable energy has brought about great uncertainty to the operation of power grid. In this situation, probabilistic power flow (PPF) calculation has been introduced to mitigate the low accuracy of traditional ...
Tonghe Wang   +4 more
doaj   +1 more source

Performing Sparse Regularization and Dimension Reduction Simultaneously in Multimodal Data Fusion

open access: yesFrontiers in Neuroscience, 2019
Collecting multiple modalities of neuroimaging data on the same subject is increasingly becoming the norm in clinical practice and research. Fusing multiple modalities to find related patterns is a challenge in neuroimaging analysis.
Zhengshi Yang   +539 more
doaj   +1 more source

A Randomized Rounding Algorithm for Sparse PCA [PDF]

open access: yesACM Transactions on Knowledge Discovery from Data, 2017
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. In the proposed approach, we first solve an ℓ 1 -penalized version of the NP-hard sparse PCA optimization problem and then we use a randomized rounding strategy to sparsify the resulting dense solution.
Kimon Fountoulakis   +3 more
openaire   +4 more sources

Sparse PCA from Sparse Linear Regression

open access: yesCoRR, 2018
To appear in NeurIPS ...
Bresler, Guy   +2 more
openaire   +4 more sources

A Survey on Nonconvex Regularization-Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning

open access: yesIEEE Access, 2018
In the past decade, sparse and low-rank recovery has drawn much attention in many areas such as signal/image processing, statistics, bioinformatics, and machine learning.
Fei Wen   +3 more
doaj   +1 more source

NP-hardness and inapproximability of sparse PCA [PDF]

open access: yesInformation Processing Letters, 2017
We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.
openaire   +3 more sources

Face Recognition Based on Sparse Two-Direction Two-Dimensional Principle Component Analysis [PDF]

open access: yesJisuanji gongcheng, 2019
Two-Direction Two-Dimensional Principle Component Analysis((2D)2PCA) is an improved method of Principle Component Analysis(PCA) in the two-dimensional space.However,just like PCA,the (2D)2PCA is susceptible to abnormal values,its robustness is weak and ...
ZHANG Yuping, GONG Xiaofeng, LUO Ruisen
doaj   +1 more source

A greedy anytime algorithm for sparse PCA

open access: yesCoRR, 2019
The taxing computational effort that is involved in solving some high-dimensional statistical problems, in particular problems involving non-convex optimization, has popularized the development and analysis of algorithms that run efficiently (polynomial-time) but with no general guarantee on statistical consistency.
Guy Holtzman, Adam Soffer, Dan Vilenchik
openaire   +4 more sources

Sparse PCA: Algorithms, Adversarial Perturbations and Certificates [PDF]

open access: yes2020 IEEE 61st Annual Symposium on Foundations of Computer Science (FOCS), 2020
We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of prior works, including explicit studies of perturbation resilience, the best known algorithmic guarantees for ...
Tommaso d'Orsi   +3 more
openaire   +3 more sources

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