A Literature Review of (Sparse) Exponential Family PCA
Luke Smallman, Andreas Artemiou · Journal of Statistical Theory and Practice · 2022
Abstract This is a brief overview of the methodology around exponential family PCA. We revisit classic PCA methodology, and we focus on exponential family PCA due to its applicability on a number of distributions and hence a wide variety of problems. We discuss the applicability of these methods to text data analysis due to the high-dimensional and sparse nature of these data.