Sparse PCA via Covariance Thresholding

zbMath1392.62172arXiv1311.5179MaRDI QIDQ2834462

Yash Deshpande, Andrea Montanari

Publication date: 22 November 2016

Full work available at URL: https://arxiv.org/abs/1311.5179

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Solving sparse principal component analysis with global support ⋮ Free Energy Wells and Overlap Gap Property in Sparse PCA ⋮ Covariance structure estimation with Laplace approximation ⋮ The spectral norm of random inner-product kernel matrices ⋮ Sparse power factorization: balancing peakiness and sample complexity ⋮ Optimality and sub-optimality of PCA. I: Spiked random matrix models ⋮ Sparse principal component analysis with missing observations ⋮ Precise statistical analysis of classification accuracies for adversarial training ⋮ Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio

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