稀疏主成分分析（Sparse PCA）概述

Hui Zou et al. 2006年发表在《Journal of computational and graphical statistics》上的文章“Sparse principal component analysis” [1] 首次提出SparsePCA 的概念，截止到目前（2014年4月3日）该文章已经被引用853次（参考谷歌学术搜索数据）[2]。

Literature “Sparse principal component analysis”的摘要如下：

Principal component analysis (PCA) is widelyused in data processing and dimensionality reduction. However, PCA suffers fromthe fact that each principal component is a linear combination of all theoriginal variables, thus it is often difficult to interpret the results. We introducea new method called sparse principal component analysis (S