Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956)
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English | Minimax bounds for sparse PCA with noisy high-dimensional data |
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Minimax bounds for sparse PCA with noisy high-dimensional data (English)
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25 September 2013
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minimax risk
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high-dimensional data
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principal component analysis
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sparsity
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spiked covariance model
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