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The robust PCA of covariance matrices plays an essential role when isolating key explanatory features.
General topology
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High-frequency covariance estimates with noisy and asynchronous financial data
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Latent variable graphical model selection via convex optimization
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Convex and semi-nonnegative matrix factorizations
C. H. Q. Ding, T. Li, and M. I. Jordan · 2010
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Karol Gregor and Yann LeCun · 2010
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Low-rank optimization on the cone of positive semidefinite matrices
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The non-convex geometry of low-rank matrix optimization
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