[Ml-stat-talks] PACM Colloquium tomorrow Friday, Feb. 8 @ 4:30

Philippe Rigollet rigollet at Princeton.EDU
Thu Feb 7 15:05:04 EST 2013


NOTICE THE SPECIAL DATE

DATE: Friday February 8, 2013
PLACE: 214 Fine Hall

TIME: 4:30 pm

SPEAKER: Alexandre d'Aspremont, CMAP-Ecole Polytechnique

TITLE: Approximation Bounds for Sparse Principal Component Analysis

ABSTRACT:
We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testing problems where data points are sampled from Gaussian models with a single sparse leading component.
--
Philippe Rigollet
www.princeton.edu/~rigollet<http://www.princeton.edu/~rigollet>





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