Generalized Power Method for Sparse Principal Component Analysis
Rodolphe Sepulchre and Michel Journe and Yurii Nesterov and Peter Richtrik

Generalized Power Method for Sparse Principal Component Analysis.pdf303.39kB
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Bibtex: 
@article{11:15,author={Michel Journe and Yurii Nesterov and Peter Richtrik and Rodolphe Sepulchre}, Title={Generalized Power Method for Sparse Principal Component Analysis},journal={Journal of Machine Learning Research},volume={11}, url={http://www.jmlr.org/papers/volume11/journee10a/journee10a.pdf}}
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