Sparse CCA via Precision Adjusted Iterative Thresholding (Q5242648)
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scientific article; zbMATH DE number 7128821
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English | Sparse CCA via Precision Adjusted Iterative Thresholding |
scientific article; zbMATH DE number 7128821 |
Statements
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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