Principal component analysis with sparse fused loadings

Journal of Computational and Graphical Statistics

Volumn 19, Issue 4, 2010, Pages 930-946

  Guo, Jian ^a   James, Gareth ^b   Levina, Elizaveta ^a   Michailidis, George ^c   Zhu, Ji ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c Electrical Engineering and Computer Science   (United States)

Author keywords

Fusion penalty; Local quadratic approximation; Sparsity; Variable selection

Indexed keywords

EID: 79952810412     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2010.08127     Document Type: Article

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