323 citations · 607 across the 25 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.ME2019
Diagonally-Dominant Principal Component Analysis
Zheng Tracy Ke, Lingzhou Xue, Fan Yang
We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Domina…
stat.ML2019★ 7 cited
An Alternating Manifold Proximal Gradient Method for Sparse PCA and Sparse CCA
Shixiang Chen, Shiqian Ma, Lingzhou Xue +1
Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for ana…