Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do semidefinite relaxations solve sparse PCA up to the information limit? |
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Do semidefinite relaxations solve sparse PCA up to the information limit? (English)
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6 July 2015
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principal component 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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integrality gap
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