A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis - Witten, Daniela M.; Tibshirani, Robert; Hastie, Trevor (Biostatistics (Oxford, England), 2009)
Keywords: Algorithms; Biometry - methods; Breast Neoplasms - genetics; Chromosomes, Human, Pair 1 - genetics; Correlation analysis; Data Interpretation, Statistical; DNA, Neoplasm - genetics; Female; Gene Dosage; Gene expression; Genomics - statistics & numerical data; Humans; Mathematics; Matrix; Models, Statistical; Principal Component Analysis - methods; Statistical analysis; SVD; Integrative genomic analysis; Sparse principal component analysis; DNA copy number; Matrix decomposition; Canonical correlation analysis; Principal component analysis