Weakly Correlated Sparse Components with Nearly Orthonormal Loadings (Q2807551)

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Weakly Correlated Sparse Components with Nearly Orthonormal Loadings
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    Weakly Correlated Sparse Components with Nearly Orthonormal Loadings (English)
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    25 May 2016
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    Dantzig selector
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    LASSO
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    orthonormal and oblique component loadings matrices
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    optimization on matrix manifolds
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