职业调查问卷
Spar Principal Component Analysis 期刊名称： Journal of Computational and Graphical Statistics金雁桥
作者： Hui Zou, Trevor Hastie and Robert Tibshirani
年份： 2006年
诚实守信的成语阿旁宫赋期号： 第2期电力车
关键词： arrays; gene expression; lasso/elastic net; multivariate analysis; singular value decomposition; thresholding
摘要：Principal component analysis (PCA) is widely ud in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear combination of all the original variables, thus it is often difficult to interpret the results. We introduce a new method called spar principal component analysis (SPCA) using the lasso (elastic net) to produce modified principal components with spar loadings. We first show that PCA can be formulated as a regression-type optimization problem; spar loadings are then obtained by imposing the lasso (elastic net) constr
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开在记忆深处的花朵>秘不示人aint on the regression coefficients. Efficient algorithms are propod to fit our SPCA models for both regular multivariate data and gene expression arrays. We also give a new formula to compute the total variance of modified
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