Sparse PCA: optimal rates and adaptive estimation (Q2443213)

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Sparse PCA: optimal rates and adaptive estimation
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    Sparse PCA: optimal rates and adaptive estimation (English)
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    4 April 2014
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    aggregation
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    covariance matrix
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    eigenvectors
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    group sparsity
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    low-rank matrix
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    minimax lower bounds
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    optimal rate of convergence
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    principal components analysis
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    thresholding
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