Sparse Principal Component Analysis with Missing Observations

DOI10.1007/978-3-0348-0490-5_20zbMath1267.62073arXiv1205.7060OpenAlexW1747523053MaRDI QIDQ2840346

Karim Lounici

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.7060

zbMATH Keywords

oracle inequalitiesinformation-theoretic lower boundslow-rank covariance matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical aspects of information-theoretic topics (62B10)

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