Approximation bounds for sparse principal component analysis
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Publication:484129
Abstract: We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testing problems where data points are sampled from Gaussian models with a single sparse leading component.
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(18)- NP-hardness and inapproximability of sparse PCA
- Do semidefinite relaxations solve sparse PCA up to the information limit?
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