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Singular 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 NOISY
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Document Date: 2013-06-16 05:23:55


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Institute of Mathematical Statistics / University of California / Stanford University / Weizmann Institute of Science / B OAZ NADLER2 AND D EBASHIS PAUL3 Hebrew University / /

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array signal processing / /

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National Science Foundation / University of California / Davis / Institute of Mathematical Statistics / Israeli Science Foundation / National Institute of Health / Stanford University / Hebrew University / Weizmann Institute of Science / /

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Bishop / /

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California / /

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Stanford University / /

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