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A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem
Generalized eigenvalue problem Principal component analysis Canonicalcorrelation analysis Fisher discriminant analysis
2010/3/17
In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a
sparse solution to the generalized eigenvalue problem. We achieve this by constraining the
cardinality of the...
Using the Eigenvalue Relaxation for Binary Least-Squares Estimation Problems
Eigenvalue Relaxation Binary Least-Squares Estimation Problems
2010/3/18
The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the o...
Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples
SSP-DETC Detection SAM-SDET Source detection
2010/4/29
The detection and estimation of signals in noisy, limited data is a problem of interest to many scientific and engineering communities. We present a mathematically justifiable, computationally simple,...