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Sparse PCA via Covariance Thresholding

Yash Deshpande, Andrea Montanari. Sparse PCA via Covariance Thresholding. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 334-342, 2014. [doi]

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