Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation

Konstantinos Benidis, Ying Sun, Prabhu Babu, Daniel P. Palomar. Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation. IEEE Transactions on Signal Processing, 64(23):6211-6226, 2016. [doi]

Abstract

Abstract is missing.