Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a particular linear combination of the input variables while constraining the numb...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespeci...
Rodolphe Jenatton, Guillaume Obozinski, Francis Ba...
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
Principal component analysis (PCA) is a classical data analysis technique that finds linear transformations of data that retain the maximal amount of variance. We study a case whe...
Abstract. Principal component analysis (PCA) is a well-known classical data analysis technique. There are a number of algorithms for solving the problem, some scaling better than o...