Date: 2013-06-16 05:23:55Singular value decomposition Data analysis Matrix theory Covariance and correlation Principal component analysis Eigenvalues and eigenvectors Eigendecomposition of a matrix Covariance matrix Multivariate normal distribution Algebra Statistics Linear algebra | | The Annals of Statistics 2013, Vol. 41, No. 3, 1055–1084 DOI: AOS1014 © Institute of Mathematical Statistics, 2013 MINIMAX BOUNDS FOR SPARSE PCA WITH NOISYAdd to Reading ListSource URL: www.wisdom.weizmann.ac.ilDownload Document from Source Website File Size: 322,65 KBShare Document on Facebook
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