Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (Q148604)
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scientific article; zbMATH DE number 7032847
- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
| Language | Label | Description | Also known as |
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| English | Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow |
scientific article; zbMATH DE number 7032847 |
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Statements
29 April 2016
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6 March 2019
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stat.ML
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Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (English)
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convex relaxation
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non-convex optimization
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sparse canonical correlation analysis
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sparse Fisher's discriminant analysis
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sparse sufficient dimension reduction
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