An efficient algorithm for sliding window based incremental principal components analysis

DOI10.4134/JKMS.J190095MaRDI QIDQ5108945zbMATH OpenFDO

Authors Geunseop Lee

Publication date 6 May 2020

zbMATH Keywords

sliding windowincremental principal components analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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Cites work

• A Hebbian/Anti-Hebbian Neural Network for Linear Subspace Learning: A Derivation from Multidimensional Scaling of Streaming Data
• Fast low-rank modifications of the thin singular value decomposition
• Improved Gram-Schmidt type downdating methods
• Sliding Window Adaptive SVD Algorithms
• Updating the singular value decomposition

Cited in

(2)

• An efficient eigenspace updating scheme for high-dimensional systems
• EVD dualdating based online subspace learning

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