Sparsifying the least-squares approach to PCA: Comparison of lasso and cardinality constraint

Rosember Guerra-Urzola, Niek C. de Schipper, Anya Tonne, Klaas Sijtsma, J. C. Vera and Katrijn Van Deun
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Rosember Guerra-Urzola: Tilburg University, School of Economics and Management
Niek C. de Schipper: Tilburg University, School of Economics and Management
J. C. Vera: Tilburg University, School of Economics and Management
Katrijn Van Deun: Tilburg University, School of Economics and Management

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Date: 2023
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