Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow
Author:
Affiliation:
1. University of Minnesota; Minneapolis USA
2. Northwestern University; Evanston USA
3. Tencent Technology Shenzhen; People's Republic of China
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12291/fullpdf
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4. Distributed optimization and statistical learning via the ADMM;Boyd;Foundns Trends Mach. Learn.,2010
5. Sparse PCA: optimal rates and adaptive estimation;Cai;Ann. Statist.,2013
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