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fantope projection

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principal subspace estimation (1) alternating direction method of multiplier (1) principal subspace (1) convergence rate (1) alternating direction method (1) statistical estimation (1) convex relaxation (1) covariance matrix (1) sparse principal component analysis (1) covariance estimation (1)

Papers

Fantope Projection and Selection: A near-optimal convex relaxation of sparse PCA NeurIPS 2013