SPCAvSLR

Code for NeurIPS 2018 paper, "Sparse PCA from Sparse Linear Regression" (Guy Bresler, Sung Min Park, Madalina Persu)

Overview

• algos.py contains implementations of algorithms (Q statistics, FoBa, TPower, etc.), and helper methods
• hyptest.py, supprec.py for experiments for hypothesis testing and suppor recovery for the spiked covariance model (NIPS)

Citation

To cite our paper, please use the following BibTeX entry:

@inproceedings{bresler2018sparse,
  title = {Sparse PCA from Sparse Linear Regression},
  author = {Guy Bresler and Sung Min Park and Madalina Persu},
  booktitle = {NeurIPS},
  year = {2018}
}