Generalized power method for sparse principal component analysis

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作者
Journée, Michel [1 ]
Nesterov, Yurii [2 ]
Richtárik, Peter [2 ]
Sepulchre, Rodolphe [1 ]
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[1] Dept. of Electrical Engineering and Computer Science, University of Liège, B-4000 Liège, Belgium
[2] Center for Operations Research and Econometrics, Catholic University of Louvain, Voie du Roman Pays 34, B-1348 Louvain-la-Neuve, Belgium
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页码:517 / 553
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