Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (Q148604)

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scientific article; zbMATH DE number 7032847
  • Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
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    Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
    scientific article; zbMATH DE number 7032847
    • Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow

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    29 April 2016
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    6 March 2019
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    stat.ML
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    Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (English)
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    convex relaxation
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    non-convex optimization
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    sparse canonical correlation analysis
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    sparse Fisher's discriminant analysis
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    sparse sufficient dimension reduction
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