@article{sparsegeneralizedeigenvalueproblemoptima,
  title = {Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow},
  author = {Kean Ming Tan and Zhaoran Wang and Han Liu and Tong Zhang},
  year = {2016},
  eprint = {1604.08697},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1604.08697v3},
}