16 citations · 35 across the 9 of their papers we have counts for
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stat.ME2017★ 16 cited
Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
Sungkyu Jung, Jeongyoun Ahn, Yongho Jeon
We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statist…
stat.ME2017★ 11 cited
On the number of principal components in high dimensions
Sungkyu Jung, Myung Hee Lee, Jeongyoun Ahn
We consider the problem of how many components to retain in the application of principal component analysis when the dimension is much higher than the number of observations. To es…