研究情報
論文「Sparse principal component analysis for high-dimensional stationary time series」が国際誌 Scandinavian Journal of Statistics に受理されました．
DOI: 10.1111/sjos.12664
Sparse principal component analysis for high‐dimensional stationary time series
We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the process is large. We…