New MIP estimator for sparse PCA under spiked covariance model with statistical guarantees and custom solver scaling to 20,000 features.
On consistency and sparsity for principal components analysis in high dimensions
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Sparse PCA: A New Scalable Estimator Based On Integer Programming
New MIP estimator for sparse PCA under spiked covariance model with statistical guarantees and custom solver scaling to 20,000 features.