Generalized power method for sparse principal component analysis
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Publication:2896039
zbMath1242.62048arXiv0811.4724MaRDI QIDQ2896039
Michel Journée, Peter Richtárik, Yu. E. Nesterov, Rodolphe J. Sepulchre
Publication date: 13 July 2012
Full work available at URL: https://arxiv.org/abs/0811.4724
Factor analysis and principal components; correspondence analysis (62H25) Applications of mathematical programming (90C90)
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