Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458)
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English | Fast estimation of the median covariation matrix with application to online robust principal components analysis |
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26
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3
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461-480
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8 December 2016
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18 September 2017
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Fast estimation of the median covariation matrix with application to online robust principal components analysis (English)
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functional data
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geometric median
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\(L_1\)-median
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recursive robust estimation
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stochastic gradient
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