High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367)
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English | High-dimensional analysis of semidefinite relaxations for sparse principal components |
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High-dimensional analysis of semidefinite relaxations for sparse principal components (English)
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19 August 2009
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principal components analysis
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spectral analysis
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spiked covariance ensembles
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sparsity
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high-dimensional statistics
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convex relaxation
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semidefinite programming
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Wishart ensembles
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random matrices
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