In analogy to the PCA setting, the sparse PCA problem is often solved by iteratively alternating between two subtasks: cardinality-constrained rank-one variance maximization and m...
The CUR decomposition provides an approximation of a matrix X that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span o...
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors a...
Abstract. Principal component analysis (PCA) and its dual—principal coordinate analysis (PCO)—are widely applied to unsupervised dimensionality reduction. In this paper, we sho...
It is well-known that two-level and multi-level preconditioned conjugate gradient (PCG) methods provide efficient techniques for solving large and sparse linear systems whose coeff...
J. M. Tang, S. P. MacLachlan, Reinhard Nabben, C. ...