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Sparse Principal Component Analysis via Variable Projection

N. Benjamin Erichson, Peng Zheng, Krithika Manohar, Steven L. Brunton, J. Nathan Kutz, Aleksandr Y. Aravkin. Sparse Principal Component Analysis via Variable Projection. SIAM Journal of Applied Mathematics, 80(2):977-1002, 2020. [doi]

Authors

N. Benjamin Erichson

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Peng Zheng

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Krithika Manohar

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Steven L. Brunton

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J. Nathan Kutz

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Aleksandr Y. Aravkin

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