An efficient algorithm for sliding window based incremental principal components analysis

DOI10.4134/JKMS.J190095zbMATH Open1440.65052MaRDI QIDQ5108945FDOQ5108945

Authors: Geunseop Lee 

Publication date: 6 May 2020

Recommendations

• EVD dualdating based online subspace learning
• Incremental linear discriminate analysis based on a residual natural power method
• Updating approximate principal components with applications to template tracking
• On incremental and robust subspace learning
• Efficiently updating and tracking the dominant kernel principal components

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)

Cites Work

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

This page was built for publication: An efficient algorithm for sliding window based incremental principal components analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5108945)