Nonsparse learning with latent variables
| Year of publication: |
2021
|
|---|---|
| Authors: | Zheng, Zemin ; Lv, Jinchi ; Lin, Wei |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 1, p. 346-359
|
| Subject: | high dimensionality | nonsparse coefficient vectors | factors plus sparsity structure | principal component analysis | spiked covariance | model selection | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation | Hauptkomponentenanalyse | Principal component analysis | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
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