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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. In: Journal of Machine Learning Research, Vol. 11, no. 2, p. 517-553 (Février 2010)
Permanent URL http://hdl.handle.net/2078.1/33456