High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367)

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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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