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Nearly optimal stochastic approximation for online principal subspace estimation - MaRDI portal

Nearly optimal stochastic approximation for online principal subspace estimation (Q6041665)

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scientific article; zbMATH DE number 7685351
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Nearly optimal stochastic approximation for online principal subspace estimation
scientific article; zbMATH DE number 7685351

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    Nearly optimal stochastic approximation for online principal subspace estimation (English)
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    12 May 2023
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    principal component analysis
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    principal component subspace
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    stochastic approximation
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    high-dimensional data
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    online algorithm
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    finite-sample analysis
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