@article{JMLR:v17:15-160,
  author  = {Yash Deshpande and Andrea Montanari},
  title   = {Sparse PCA via Covariance Thresholding},
  journal = {Journal of Machine Learning Research},
  year    = {2016},
  volume  = {17},
  number  = {141},
  pages   = {1--41},
  url     = {http://jmlr.org/papers/v17/15-160.html}
}