Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956)

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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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