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A guide for sparse PCA : Model comparison and applications

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  • Guerra Urzola, Rosember

    (Tilburg University, School of Economics and Management)

  • Van Deun, Katrijn

    (Tilburg University, School of Economics and Management)

  • Vera, J. C.

    (Tilburg University, School of Economics and Management)

  • Sijtsma, K.

Abstract

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  • Guerra Urzola, Rosember & Van Deun, Katrijn & Vera, J. C. & Sijtsma, K., 2021. "A guide for sparse PCA : Model comparison and applications," Other publications TiSEM 4d35b931-7f49-444b-b92f-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:4d35b931-7f49-444b-b92f-a4d345735d5d
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    1. Epskamp, Sacha & Cramer, Angélique O.J. & Waldorp, Lourens J. & Schmittmann, Verena D. & Borsboom, Denny, 2012. "qgraph: Network Visualizations of Relationships in Psychometric Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 48(i04).
    2. Robert Tibshirani, 2011. "Regression shrinkage and selection via the lasso: a retrospective," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(3), pages 273-282, June.
    3. Henk Kiers, 1994. "Simplimax: Oblique rotation to an optimal target with simple structure," Psychometrika, Springer;The Psychometric Society, vol. 59(4), pages 567-579, December.
    4. JOURNEE, Michel & NESTEROV, Yurii & RICHTARIK, Peter & SEPULCHRE, Rodolphe, 2010. "Generalized power method for sparse principal component analysis," LIDAM Reprints CORE 2232, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Carl Eckart & Gale Young, 1936. "The approximation of one matrix by another of lower rank," Psychometrika, Springer;The Psychometric Society, vol. 1(3), pages 211-218, September.
    6. Kohei Adachi & Nickolay T. Trendafilov, 2016. "Sparse principal component analysis subject to prespecified cardinality of loadings," Computational Statistics, Springer, vol. 31(4), pages 1403-1427, December.
    7. Johnstone, Iain M. & Lu, Arthur Yu, 2009. "On Consistency and Sparsity for Principal Components Analysis in High Dimensions," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 682-693.
    8. Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
    9. Shen, Haipeng & Huang, Jianhua Z., 2008. "Sparse principal component analysis via regularized low rank matrix approximation," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1015-1034, July.
    10. Nickolay Trendafilov, 2014. "From simple structure to sparse components: a review," Computational Statistics, Springer, vol. 29(3), pages 431-454, June.
    11. Robert Jennrich, 2006. "Rotation to Simple Loadings Using Component Loss Functions: The Oblique Case," Psychometrika, Springer;The Psychometric Society, vol. 71(1), pages 173-191, March.
    12. Nickolay Trendafilov & Kohei Adachi, 2015. "Sparse Versus Simple Structure Loadings," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 776-790, September.
    13. Baik, Jinho & Silverstein, Jack W., 2006. "Eigenvalues of large sample covariance matrices of spiked population models," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1382-1408, July.
    14. Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
    15. Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
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    Cited by:

    1. Rosember Guerra-Urzola & Niek C. Schipper & Anya Tonne & Klaas Sijtsma & Juan C. Vera & Katrijn Deun, 2023. "Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 269-286, March.
    2. Michael Greenacre & Patrick J. F Groenen & Trevor Hastie & Alfonso Iodice d’Enza & Angelos Markos & Elena Tuzhilina, 2023. "Principal component analysis," Economics Working Papers 1856, Department of Economics and Business, Universitat Pompeu Fabra.

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