Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting
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Publication:2286372
DOI10.1214/19-EJS1657zbMath1429.65091arXiv1905.09369MaRDI QIDQ2286372
Arvind Prasadan, Raj Rao Nadakuditi, Debashis Paul
Publication date: 22 January 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.09369
Factor analysis and principal components; correspondence analysis (62H25) Computational methods for sparse matrices (65F50) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Eigenvalues, singular values, and eigenvectors (15A18)
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