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Sparse principal component of a rank-deficient matrix

Asteris Megasthenis, Papailiopoulos Dimitrios, Karystinos Georgios

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URIhttp://purl.tuc.gr/dl/dias/0AA164E5-8AD0-41D2-85D1-AB1786B7904C-
Identifierhttps://doi.org/10.1109/ISIT.2011.6034216-
Languageen-
Extent4en
TitleSparse principal component of a rank-deficient matrixen
CreatorAsteris Megasthenisen
CreatorΑστερης Μεγασθενηςel
Creator Papailiopoulos Dimitriosen
CreatorKarystinos Georgiosen
CreatorΚαρυστινος Γεωργιοςel
PublisherInstitute of Electrical and Electronics Engineersen
Content SummaryWe consider the problem of identifying the sparse principal component of a rank-deficient matrix. We introduce auxiliary spherical variables and prove that there exists a set of candidate index-sets (that is, sets of indices to the nonzero elements of the vector argument) whose size is polynomially bounded, in terms of rank, and contains the optimal index-set, i.e. the index-set of the nonzero elements of the optimal solution. Finally, we develop an algorithm that computes the optimal sparse principal component in polynomial time for any sparsity degree.en
Type of ItemΠλήρης Δημοσίευση σε Συνέδριοel
Type of ItemConference Full Paperen
Licensehttp://creativecommons.org/licenses/by-nc-nd/4.0/en
Date of Item2015-11-10-
Date of Publication2011-
Bibliographic CitationM. Asteris, D. S. Papailiopoulos, and G. N. Karystinos, “Sparse principal component of a rank-deficient matrix,” in Proc. IEEE - Intern. Symp. Inform. Theory,(ISIT '11) pp. 673-677, doi: 10.1109/ISIT.2011.6034216 en

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