Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation

DOI10.1109/TSP.2016.2605073zbMath1414.94069arXiv1602.03992OpenAlexW2271854708MaRDI QIDQ4621077

Ying Sun, Prabhu Babu, Konstantinos Benidis, Daniel P. Palomar

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.03992

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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