Fantope projection and selection: A near-optimal convex relaxation of sparse PCA

Advances in Neural Information Processing Systems

Volumn , Issue , 2013, Pages

  Vu, Vincent Q ^a   Cho, Juhee ^b   Lei, Jing ^c   Rohe, Karl ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE MATRIX; OPTIMIZATION; PRINCIPAL COMPONENT ANALYSIS;

ALTERNATING DIRECTION METHOD OF MULTIPLIERS; COMPONENT ANALYSIS; CORRELATION MATRIX; COVARIANCE MODELING; GENERAL COVARIANCE; PRINCIPAL SUBSPACE; STATISTICAL PROPERTIES; THEORETICAL FRAMEWORK;

RELAXATION PROCESSES;

EID: 84898989473     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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