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Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation.
Konstantinos Benidis
Ying Sun
Prabhu Babu
Daniel P. Palomar
Published in:
IEEE Trans. Signal Process. (2016)
Keyphrases
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sparse pca
covariance matrix
pairwise
supervised learning
data sets
machine learning
learning algorithm
training set
direct optimization