Computation-Risk Tradeoffs for Covariance-Thresholded Regression Dinah Shender∗

First Page		Document Content
Date: 2013-08-14 01:36:44 Multivariate statistics Sparse PCA Principal component analysis		Computation-Risk Tradeoffs for Covariance-Thresholded Regression Dinah Shender∗ Add to Reading List Source URL: jmlr.org Download Document from Source Website File Size: 345,68 KB Share Document on Facebook

	Sparse PCA with applications in finance A. d’Aspremont, L. El Ghaoui, M. Jordan, G. Lanckriet ORFE, Princeton University & EECS, U.C. Berkeley Available online at www.princeton.edu/~aspremon DocID: 1tOcZ - View Document
	A direct formulation for sparse PCA using semidefinite programming A. d’Aspremont, L. El Ghaoui, M. Jordan, G. Lanckriet ORFE, Princeton University & EECS, U.C. Berkeley DocID: 1tM2S - View Document
	Approximation Bounds for Sparse PCA Alexandre d’Aspremont, CNRS & Ecole Polytechnique with Francis Bach, INRIA-ENS and Laurent El Ghaoui, U.C. Berkeley A. d’Aspremont DocID: 1tEcB - View Document
	A direct formulation for sparse PCA using semidefinite programming A. d’Aspremont, L. El Ghaoui, M. Jordan, G. Lanckriet ORFE, Princeton University & EECS, U.C. Berkeley Available online at www.princeton.edu/~aspremon DocID: 1tDiy - View Document
	Sparse PCA with applications in finance A. d’Aspremont, L. El Ghaoui, M. Jordan, G. Lanckriet Princeton University, U.C. Berkeley & U.C. San Diego Available online at www.princeton.edu/∼ aspremon DocID: 1tBri - View Document