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We believe that the practical algorithm and theoretical guarantees introduced here will stimulate additional application ideas, both within these domains and beyond. One of the main goals of the real data experiment is to invite the reader to think about similar pattern discovery problems that might be cast as searching for a sparse vector in a subspace. The experiment also demonstrates in a concrete way the practicality of our algorithm, both in handling data sets of realistic size and in producing attractive results even outside of the (idealized) planted sparse model that we adopt for analysis.