Sparse non Gaussian component analysis by semidefinite programming

DOI10.1007/s10994-013-5331-1zbMath1273.68297arXiv1106.0321OpenAlexW2027136216WikidataQ57392889 ScholiaQ57392889MaRDI QIDQ374189

Arkadi Nemirovski, Elmar Diederichs, Vladimir Spokoiny, Anatoli B. Juditsky

Publication date: 22 October 2013

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.0321

zbMATH Keywords

feature extractiondimension reductionnon-Gaussian components analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Semidefinite programming (90C22) Learning and adaptive systems in artificial intelligence (68T05)

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