We describe a novel inference algorithm for sparse Bayesian PCA with a zero-norm prior on the model parameters. Bayesian inference is very challenging in probabilistic models of t...
Traditional tensor decompositions such as the CANDECOMP / PARAFAC (CP) and Tucker decompositions yield higher-order principal components that have been used to understand tensor d...
This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component i...
In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combi...
Sparse principal component analysis (PCA) imposes extra constraints or penalty terms to the standard PCA to achieve sparsity. In this paper, we first introduce an efficient algor...