Generalized Power Method for Sparse Principal Component Analysis

Michel Journée, Yurii Nesterov, Peter Richtárik, Rodolphe Sepulchre. Generalized Power Method for Sparse Principal Component Analysis. Journal of Machine Learning Research, 11:517-553, 2010. [doi]

@article{JourneeNRS10,
  title = {Generalized Power Method for Sparse Principal Component Analysis},
  author = {Michel Journée and Yurii Nesterov and Peter Richtárik and Rodolphe Sepulchre},
  year = {2010},
  doi = {10.1145/1756006.1756021},
  url = {http://doi.acm.org/10.1145/1756006.1756021},
  tags = {analysis},
  researchr = {https://researchr.org/publication/JourneeNRS10},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {11},
  pages = {517-553},
}