A saddle point algorithm for robust data-driven factor model problems
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Cites work
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- scientific article; zbMATH DE number 3973706 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
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- Modeling Complex Systems by Generalized Factor Analysis
- Pattern recognition and machine learning.
- Some matrix rearrangement inequalities
- Strong convexity of sandwiched entropies and related optimization problems
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