New MIP estimator for sparse PCA under spiked covariance model with statistical guarantees and custom solver scaling to 20,000 features.
Do semidefinite relaxations solve sparse pca up to the information limit? The Annals of Statistics, 43 0 (3): 0 1300--1322, 2015
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2021 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Sparse PCA: A New Scalable Estimator Based On Integer Programming
New MIP estimator for sparse PCA under spiked covariance model with statistical guarantees and custom solver scaling to 20,000 features.