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Principal Component Analysis With Sparse Fused Loadings

In this article, we propose a new method for principal component analysis (PCA), whose main objective is to capture natural “blocking” structures in the variables. Further, the method, beyond selecting different variables for different components, also encourages the loadings of highly correlated va...

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Shranjeno v:
Bibliografske podrobnosti
izdano v:J Comput Graph Stat
Main Authors: Guo, Jian, James, Gareth, Levina, Elizaveta, Michailidis, George, Zhu, Ji
Format: Artigo
Jezik:Inglês
Izdano: 2012
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC4394907/
https://ncbi.nlm.nih.gov/pubmed/25878487
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2010.08127
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