tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA
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Publication:2189837
DOI10.1016/j.amc.2020.125272OpenAlexW3027789654MaRDI QIDQ2189837
Ying Yang, Lingchen Kong, Xianchao Xiu, Wanquan Liu
Publication date: 17 June 2020
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2020.125272
Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20)
Uses Software
Cites Work
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