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stat.ML2026
msPCA: An R Package for Sparse PCA with Multiple Components
Ryan Cory-Wright, Jean Pauphilet
We present msPCA: an open-source R package for sparse principal component analysis with multiple components. It implements an alternating maximization algorithm to generate a set o…
stat.ML2021★ 4 cited
Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approach
Dimitris Bertsimas, Ryan Cory-Wright, Nicholas A. G. Johnson
We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank mat…