Sparse principal component analysis by choice of norm (Q1931858)

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scientific article; zbMATH DE number 6126032
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Sparse principal component analysis by choice of norm
scientific article; zbMATH DE number 6126032

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    Sparse principal component analysis by choice of norm (English)
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    16 January 2013
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    high-dimensional data
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    uncorrelated or orthogonal principal components
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    iterative algorithm
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    consistency in high dimensions
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