@article{asimpleandprovablealgorithmforsparse,
  title = {A simple and provable algorithm for sparse diagonal CCA},
  author = {Megasthenis Asteris and Anastasios Kyrillidis and Oluwasanmi Koyejo and Russell Poldrack},
  year = {2016},
  eprint = {1605.08961},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1605.08961v1},
}