Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow

DOI10.48550/arXiv.1604.08697zbMath1407.62212arXiv1604.08697OpenAlexW2963763664WikidataQ129229539 ScholiaQ129229539MaRDI QIDQ148604

Tong Zhang, Zhaoran Wang, Han Liu, Kean Ming Tan, Han Liu, Zhaoran Wang, Kean Ming Tan, Tong Zhang

Publication date: 29 April 2016

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.08697

zbMATH Keywords

non-convex optimizationconvex relaxationsparse sufficient dimension reductionsparse canonical correlation analysissparse Fisher's discriminant analysis

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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