Fantope Projection and Selection: A near-optimal convex relaxation of sparse PCA

Vincent Q. Vu, Juhee Cho, Jing Lei, Karl Rohe. Fantope Projection and Selection: A near-optimal convex relaxation of sparse PCA. In Christopher J. C. Burges, Léon Bottou, Zoubin Ghahramani, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013, Lake Tahoe, Nevada, United States. pages 2670-2678, 2013. [doi]