In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single …-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal …

under which sparse PCA is still consistent even when conventional PCA is strongly inconsistent. The consistency of sparse … sparse PCA consistency, by showing strong inconsistency for an oracle version of sparse PCA beyond the consistent region, as … PCA is characterized along with rates of convergence. Furthermore, we clearly identify the mathematical boundaries of the …