Sparse principal component analysis and iterative thresholding (Q355104)

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Sparse principal component analysis and iterative thresholding
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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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