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

Biostatistics - Tập 10 Số 3 - Trang 515-534 - 2009
Daniela Witten1, R. Tibshirani2, Trevor Hastie1
1Department of Statistics, Stanford University Stanford, CA 94305, USA#TAB#
2Department of Health Research and Policy and Department of Statistics, Stanford University, Stanford, CA 94305, USA

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