Multi-Rank Sparse and Functional PCA: Manifold Optimization and Iterative Deflation Techniques

28 Jul 2019Michael Weylandt

We consider the problem of estimating multiple principal components using the recently-proposed Sparse and Functional Principal Components Analysis (SFPCA) estimator. We first propose an extension of SFPCA which estimates several principal components simultaneously using manifold optimization techniques to enforce orthogonality constraints... (read more)

PDF Abstract

Code


No code implementations yet. Submit your code now

Tasks


Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.