In analogy to the PCA setting, the sparse PCA problem is often solved by iteratively alternating between two subtasks: cardinality-constrained rank-one variance maximization and m...
Eigenvalue problems are rampant in machine learning and statistics and appear in the context of classification, dimensionality reduction, etc. In this paper, we consider a cardina...
Bharath K. Sriperumbudur, David A. Torres, Gert R....