Pages that link to "Item:Q5757478"
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The following pages link to A Direct Formulation for Sparse PCA Using Semidefinite Programming (Q5757478):
Displaying 50 items.
- Alternating direction method of multipliers for penalized zero-variance discriminant analysis (Q97537) (← links)
- A feasible method for optimization with orthogonality constraints (Q101635) (← links)
- Integrative sparse principal component analysis (Q117095) (← links)
- Sublinear time algorithms for approximate semidefinite programming (Q304246) (← links)
- The sparse principal component analysis problem: optimality conditions and algorithms (Q306306) (← links)
- \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS (Q337243) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Massively parallel feature selection: an approach based on variance preservation (Q374165) (← links)
- Sparse non Gaussian component analysis by semidefinite programming (Q374189) (← links)
- Clustering and feature selection using sparse principal component analysis (Q374668) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- A majorization-minimization approach to the sparse generalized eigenvalue problem (Q413888) (← links)
- Sparse canonical correlation analysis (Q415611) (← links)
- Sparse PCA by iterative elimination algorithm (Q429783) (← links)
- A fresh variational-analysis look at the positive semidefinite matrices world (Q438781) (← links)
- Alternating direction method of multipliers for sparse principal component analysis (Q457552) (← links)
- Biobjective sparse principal component analysis (Q458642) (← links)
- Approximation bounds for sparse principal component analysis (Q484129) (← links)
- Comment on ``Hypothesis testing by convex optimization'' (Q491382) (← links)
- Orthogonal simple component analysis: a new, exploratory approach (Q542511) (← links)
- A class of semidefinite programs with rank-one solutions (Q551300) (← links)
- Convex approximations to sparse PCA via Lagrangian duality (Q631218) (← links)
- Testing the nullspace property using semidefinite programming (Q633104) (← links)
- An exact approach to sparse principal component analysis (Q638039) (← links)
- Improve robustness of sparse PCA by \(L_{1}\)-norm maximization (Q645882) (← links)
- Beyond sparsity: the role of \(L_{1}\)-optimizer in pattern classification (Q650959) (← links)
- Alternating direction method of multipliers for a class of nonconvex bilinear optimization: convergence analysis and applications (Q683737) (← links)
- An augmented Lagrangian approach for sparse principal component analysis (Q715084) (← links)
- Sparse operator compression of higher-order elliptic operators with rough coefficients (Q721965) (← links)
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty (Q744726) (← links)
- A framework of constraint preserving update schemes for optimization on Stiefel manifold (Q747775) (← links)
- High-resolution signal recovery via generalized sampling and functional principal component analysis (Q824321) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time (Q896557) (← links)
- Supervised dimensionality reduction via sequential semidefinite programming (Q947992) (← links)
- Using underapproximations for sparse nonnegative matrix factorization (Q962750) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Image compression by sparse PCA coding in curvelet domain (Q1044283) (← links)
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios (Q1635895) (← links)
- Sparse principal component regression for generalized linear models (Q1662867) (← links)
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- On semidefinite relaxations for the block model (Q1747735) (← links)
- Projected nonmonotone search methods for optimization with orthogonality constraints (Q1993600) (← links)
- Computing the spark: mixed-integer programming for the (vector) matroid girth problem (Q2007824) (← links)
- Using SeDuMi to find various optimal designs for regression models (Q2010813) (← links)
