Generalized power method for sparse principal component analysis (Q2896039)

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scientific article
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Generalized power method for sparse principal component analysis
scientific article

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    author
    Michel Journée
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    Peter Richtárik
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    Yu. E. Nesterov
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    Rodolphe J. Sepulchre
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    publication date
    13 July 2012
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    Mathematics Subject Classification ID
    62H25
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    90C90
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    65C60
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    zbMATH DE Number
    6055501
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    zbMATH Keywords
    sparse PCA
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    gradient ascent
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    strongly convex sets
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    block algorithms
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    arXiv ID
    0811.4724
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    arXiv classification
    math.OC
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