Menu

Expectation-Maximization for Sparse and Non-Negative PCA

Published on 2008-08-076452 Views
video thumbnail
Pause
Mute
Subtitles
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

We study the problem of finding the dominant eigenvector of the sample covariance matrix, under additional constraints on its elements: a cardinality constraint limits the number of non-zero elements,

RELATED CATEGORIES

MORE VIDEOS FROM THE EVENT

MORE VIDEOS FROM THE SAME CATEGORIES

Except where otherwise noted, content on this site is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 4.0 International license.