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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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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Guo, Jian, James, Gareth, Levina, Elizaveta, Michailidis, George, Zhu, Ji
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha: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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