Sparse principal component analysis and iterative thresholding (Q355104)

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scientific article; zbMATH DE number 6190466
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    Sparse principal component analysis and iterative thresholding
    scientific article; zbMATH DE number 6190466

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      Sparse principal component analysis and iterative thresholding (English)
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      24 July 2013
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      dimension reduction
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      high-dimensional statistics
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      principal subspace
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      sparsity
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      spiked covariance model
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      thresholding
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