Sparse Principal Component Analysis
Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear c...
Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear c...
Summary We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often outperforms the la...
h-index: Number of publications with at least h citations each.