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]

@article{ErichsonZMBKA20,
  title = {Sparse Principal Component Analysis via Variable Projection},
  author = {N. Benjamin Erichson and Peng Zheng and Krithika Manohar and Steven L. Brunton and J. Nathan Kutz and Aleksandr Y. Aravkin},
  year = {2020},
  doi = {10.1137/18M1211350},
  url = {https://doi.org/10.1137/18M1211350},
  researchr = {https://researchr.org/publication/ErichsonZMBKA20},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal of Applied Mathematics},
  volume = {80},
  number = {2},
  pages = {977-1002},
}