Generalized power method for sparse principal component analysis

Michel Journée, Yurii Nesterov, Peter Richtarik, Rodolphe Sepulchre

ArXiv - 2008

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BibTex references

@Article\{JNRS08,
  author       = "Journ\'ee, Michel and Nesterov, Yurii and Richtarik, Peter and Sepulchre, Rodolphe",
  title        = "Generalized power method for sparse principal component analysis",
  journal      = "ArXiv",
  year         = "2008",
  note         = "http://arxiv.org/abs/0811.4724",
  url          = "http://www.montefiore.ulg.ac.be/services/stochastic/pubs/2008/JNRS08"
}

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