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Generalized power method for sparse principal component analysis

Bibliographic reference Journée, Michel ; Nesterov, Yurii ; Richtarik, Peter ; Sepulchre, Rodolphe. Generalized power method for sparse principal component analysis. CORE Discussion Papers ; 2008/70 (2008) 30 pages
Permanent URL http://hdl.handle.net/2078.1/20722