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Published August 26, 2022 | Accepted Version
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Large-Scales PCA with Sparsity Constraints

Abstract

This paper describes a new thresholding technique for constructing sparse principal components. Large-scale implementation issues are addressed, and a mathematical analysis describes situations where the algorithm is effective. In experiments, this method compares favorably with more sophisticated algorithms.

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Accepted Version - PT11-Large-Scale-PCA-TR.pdf

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Additional details

Created:
August 19, 2023
Modified:
January 15, 2024