ML Anthology

Learning a Factor Model via Regularized PCA

Yi-Hao Kao, Benjamin Van Roy
MLJ 2013 pp. 279-303
doi:10.1007/S10994-013-5345-8 /mlj/2013/kao2013mlj-learning/
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Cite

Text

Kao and Van Roy. "Learning a Factor Model via Regularized PCA." Machine Learning, 2013. doi:10.1007/S10994-013-5345-8

Markdown

[Kao and Van Roy. "Learning a Factor Model via Regularized PCA." Machine Learning, 2013.](https://mlanthology.org/mlj/2013/kao2013mlj-learning/) doi:10.1007/S10994-013-5345-8

BibTeX

@article{kao2013mlj-learning,
  title     = {{Learning a Factor Model via Regularized PCA}},
  author    = {Kao, Yi-Hao and Van Roy, Benjamin},
  journal   = {Machine Learning},
  year      = {2013},
  pages     = {279-303},
  doi       = {10.1007/S10994-013-5345-8},
  volume    = {91},
  url       = {https://mlanthology.org/mlj/2013/kao2013mlj-learning/}
}