Sparse principal component of a rank-deficient matrix

URI	http://purl.tuc.gr/dl/dias/0AA164E5-8AD0-41D2-85D1-AB1786B7904C	-
Identifier	https://doi.org/10.1109/ISIT.2011.6034216	-
Language	en	-
Extent	4	en
Title	Sparse principal component of a rank-deficient matrix	en
Creator	Asteris Megasthenis	en
Creator	Αστερης Μεγασθενης	el
Creator	Papailiopoulos Dimitrios	en
Creator	Karystinos Georgios	en
Creator	Καρυστινος Γεωργιος	el
Publisher	Institute of Electrical and Electronics Engineers	en
Content Summary	We 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 Item	Πλήρης Δημοσίευση σε Συνέδριο	el
Type of Item	Conference Full Paper	en
License	http://creativecommons.org/licenses/by-nc-nd/4.0/	en
Date of Item	2015-11-10	-
Date of Publication	2011	-
Bibliographic Citation	M. 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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