High-dimensional analysis of semidefinite relaxations for sparse principal components

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

High-dimensional Analysis of Semidefinite Relaxations for Sparse Principal Components1 by Arash

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the “large p, small n” setting, in which the problem dimension p is comparable to or larger than the sample size n. This paper studies PCA in this high-dimensional regime, but under the...

متن کامل

Sparse Principal Components Analysis

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. Contemporary data sets often have p comparable to, or even much larger than n. Our main assertions, in such settings, are (a) that some initial reduction in dimensionality is desirable before applying any PCA-type search for...

متن کامل

Principal Component Analysis for Sparse High-Dimensional Data

Principal component analysis (PCA) is a widely used technique for data analysis and dimensionality reduction. Eigenvalue decomposition is the standard algorithm for solving PCA, but a number of other algorithms have been proposed. For instance, the EM algorithm is much more efficient in case of high dimensionality and a small number of principal components. We study a case where the data are hi...

متن کامل

Sparse Principal Component Analysis for High Dimensional Multivariate Time Series

We study sparse principal component analysis (sparse PCA) for high dimensional multivariate vector autoregressive (VAR) time series. By treating the transition matrix as a nuisance parameter, we show that sparse PCA can be directly applied on analyzing multivariate time series as if the data are i.i.d. generated. Under a double asymptotic framework in which both the length of the sample period ...

متن کامل

Sparse Higher-Order Principal Components Analysis

Traditional tensor decompositions such as the CANDECOMP / PARAFAC (CP) and Tucker decompositions yield higher-order principal components that have been used to understand tensor data in areas such as neuroimaging, microscopy, chemometrics, and remote sensing. Sparsity in high-dimensional matrix factorizations and principal components has been well-studied exhibiting many benefits; less attentio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2009

ISSN: 0090-5364

DOI: 10.1214/08-aos664