A Sparse Singular Value Decomposition Method for High-Dimensional Data

Sparse principal component analysis and iterative thresholding

(2013) Zongming Ma   ANNALS OF STATISTICS

Consistency of sparse PCA in High Dimension, Low Sample Size contexts

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Robust biclustering by sparse singular value decomposition incorporating stability selection

(2011) Martin Sill et al.   BIOINFORMATICS

Biclustering via Sparse Singular Value Decomposition

(2010) Mihee Lee et al.   BIOMETRICS

The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions

(2010) Jianhua Z. Huang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A Framework for Feature Selection in Clustering

(2010) Daniela M. Witten et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bi-cross-validation of the SVD and the nonnegative matrix factorization

(2009) Art B. Owen et al.   Annals of Applied Statistics

A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis

(2009) D. M. Witten et al.   BIOSTATISTICS

Discussion

(2009) Boaz Nadler   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On Consistency and Sparsity for Principal Components Analysis in High Dimensions

(2009) Iain M. Johnstone et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Statistical Significance of Clustering for High-Dimension, Low–Sample Size Data

(2008) Yufeng Liu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sparse principal component analysis via regularized low rank matrix approximation

(2007) Haipeng Shen et al.   JOURNAL OF MULTIVARIATE ANALYSIS