Table 1.

Sparsity detection, example 1.

Measure	First component	Second component
Projection score	10 (10-10)	10 (9-10)
Gap statistic	10 (9-10)	10 (8-10)
SPC	18.5 (10-46)	21 (11-32)
SSVD	11 (10-13)	10.5 (1-12)

The median and range (across 10 instances) of the number of non-zero elements included in the optimal variable subset found by different methods. Each underlying component contains 10 non-zero elements. SPC - sparse PCA [22]. SSVD - sparse SVD [27]. The gap statistic is defined as in [25,26].