Sparse Principal Component Analysis. Zhou, H.; Hastie, T.; and Tibshirani, R. J Comp Graph Stat, 15:265-286, 2006.
bibtex   
@article{zou06spa,
  title = {Sparse Principal Component Analysis},
  volume = {15},
  journal = {J Comp Graph Stat},
  author = {Zhou, Hui and Hastie, Trevor and Tibshirani, Robert},
  year = {2006},
  keywords = {lasso,multivariate-analysis,data-reduction,gene-microarray,elastic-net,singular-value-decomposition,thresholding},
  pages = {265-286},
  citeulike-article-id = {13265474},
  posted-at = {2014-07-14 14:09:57},
  priority = {0},
  annote = {principal components analysis that shrinks some loadings to zero}
}
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