group lasso PCA求解算法参考文献
时间: 2024-05-23 17:10:05 浏览: 92
matlab用ADMM算法解决Group Lasso问题
以下是关于group lasso PCA求解算法的参考文献:
1. Witten, D. M., Tibshirani, R. J., & Hastie, T. J. (2009). A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. Biostatistics, 10(3), 515-534.
2. Peng, J., Xu, Z., Ding, C., & Wei, H. (2015). Group Lasso principal component analysis for multiblock data. Journal of the American Statistical Association, 110(510), 109-122.
3. Mayrink, V. D. S., & Papageorgiou, G. (2017). Solving the group Lasso PCA problem for high-dimensional data sets. Journal of Multivariate Analysis, 154, 15-30.
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