In this project, we study the statistical and computational trade-offs in estimation of sparse principal components. In particular, we compute the semidefinite relaxation estimator and repeat the numerical experiments done in the following paper by T. Wang et al. https://arxiv.org/abs/1408.5369
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In this project, we study the statistical and computational trade-offs in estimation of sparse principal components. In particular, we compute the semidefinite relaxation estimator and repeat the numerical experiments done in the following paper by T. Wang et al. https://arxiv.org/abs/1408.5369
ascane/sparse-pca
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In this project, we study the statistical and computational trade-offs in estimation of sparse principal components. In particular, we compute the semidefinite relaxation estimator and repeat the numerical experiments done in the following paper by T. Wang et al. https://arxiv.org/abs/1408.5369
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