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A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
Canonical correlation analysis DNA copy number Integrative genomic analysis L1 Matrix decomposition Principal component analysis Sparse principal component analysis SVD.
2015/8/21
We present a penalized matrix decomposition (PMD), a new framework for computing a rank-K approximation for a matrix. We approximate the matrix X as X ˆ = k K=1 dkukvk T , where dk, uk, and vk m...