MIX-SPCR	Mixture of the sparse principal component regression model
CV	Cross validation
TICC	Toeplitz inverse covariance-based clustering
GGS	Greedy Gaussian Segmentation
PCA	Principal Component Analysis
PC	Principal Component
SPCA	Sparse Principal Component Analysis
SPCR	Sparse Principal Component Regression
SPC	Sparse Principal Component
SPPCA	Sparse Probabilistic Principal Component Analysis
EM	Expectation–Maximization (Algorithm)
IC	Information Criterion
$\mathsf{ICOMP}$	Information Complexity