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Near-optimal stochastic approximation for online principal component estimation - MaRDI portal

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

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Near-optimal stochastic approximation for online principal component estimation
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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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