Near-optimal stochastic approximation for online principal component estimation (Q681490)

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scientific article; zbMATH DE number 6837218
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    Near-optimal stochastic approximation for online principal component estimation
    scientific article; zbMATH DE number 6837218

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      Near-optimal stochastic approximation for online principal component estimation (English)
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      12 February 2018
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      principal component analysis
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      stochastic approximation
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      nonconvex optimization
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      stochastic gradient method
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      high-dimensional data
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      online algorithm
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      finite-sample analysis
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