Generalized Power Method for Sparse Principal Component Analysis

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@article{Journe2010GeneralizedPM, title={Generalized Power Method for Sparse Principal Component Analysis}, author={Michel Journ{\'e}e and Yurii Nesterov and Peter Richt{\'a}rik and Rodolphe Sepulchre}, journal={Journal of Machine Learning Research}, year={2010}, volume={11}, pages={517-553} }