Beyond regularization: inherently sparse principal component analysis
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Cites work
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- scientific article; zbMATH DE number 47363 (Why is no real title available?)
- Inferring Independent Sets of Gaussian Variables after Thresholding Correlations
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- Principal loading analysis
- Principal Variables
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- Testing the structure of the covariance matrix with fewer observations than the dimension
- The approximation of one matrix by another of lower rank.
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- The Elements of Statistical Learning
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