Sparse CCA via Precision Adjusted Iterative Thresholding (Q5242648)

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scientific article; zbMATH DE number 7128821
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Sparse CCA via Precision Adjusted Iterative Thresholding
scientific article; zbMATH DE number 7128821

    Statements

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    12 November 2019
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    canonical correlation analysis
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    minimax lower bound
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    optimal convergence rate
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    single canonical pair model
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    sparsity
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    math.ST
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    stat.ME
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    stat.ML
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    stat.TH
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