Search Results for author: Guy Holtzman

Found 1 papers, 1 papers with code

A greedy anytime algorithm for sparse PCA

1 code implementation15 Oct 2019 Guy Holtzman, Adam Soffer, Dan Vilenchik

The taxing computational effort that is involved in solving some high-dimensional statistical problems, in particular problems involving non-convex optimization, has popularized the development and analysis of algorithms that run efficiently (polynomial-time) but with no general guarantee on statistical consistency.

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