Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "polynomial time algorithm"

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  • Statistical and computational trade-offs in estimation of sparse principal components 

    Wang, Tengyao; Berthet, Quentin; Samworth, Richard John (Institute of Mathematical StatisticsAnnals of Statistics, 2016)
    In recent years, Sparse Principal Component Analysis has emerged as an extremely popular dimension reduction technique for highdimensional data. The theoretical challenge, in the simplest case, is to estimate the leading ...