De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices.
Jana JankováSara A. van de GeerPublished in: IEEE Trans. Inf. Theory (2021)
Keyphrases
- covariance matrices
- covariance matrix
- sparse pca
- maximum likelihood
- gaussian mixture model
- distance measure
- vector space
- principal component analysis
- gaussian distribution
- gaussian mixture
- feature vectors
- linear classifiers
- semidefinite programming
- np hard
- sample size
- machine learning
- objective function
- density estimation
- bayesian inference
- similarity measure
- image processing