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Solving sparse principal component analysis with global support |
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| Authors: | Dey Santanu S Molinaro Marco Wang Guanyi |
| Institution: | 1.ISyE, Georgia Institute of Technology, Atlanta, Georgia ;2.Computer Science Department, Pontifical Catholic University of Rio de Janeiro, Janeiro, Brazil ; |
| Abstract: | Mathematical Programming - Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-r leading principal components such that all these principal... |
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