Sparse PCA via Covariance Thresholding.

Yash Deshpande Andrea Montanari

Published in: J. Mach. Learn. Res. (2016)

Keyphrases

sparse pca
direct optimization
feature selection
anomaly detection
semidefinite programming
covariance matrix
image segmentation
denoising
image processing
principal component analysis
data sets
principle component analysis
training data
maximum likelihood