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}, }