Streaming Principal Component Analysis From Incomplete Data

zbMath1441.62159arXiv1612.00904MaRDI QIDQ5214169

Armin Eftekhari, Michael B. Wakin, Gregory Ongie, Laura Balzano

Publication date: 7 February 2020

Full work available at URL: https://arxiv.org/abs/1612.00904

zbMATH Keywords

global convergencesubspace identificationmatrix completionprincipal component analysisnonconvex optimizationstreaming algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Online algorithms; streaming algorithms (68W27) Missing data (62D10)

Related Items

Principal Component Analysis by Optimization of Symmetric Functions has no Spurious Local Optima, Nonlinear matrix recovery using optimization on the Grassmann manifold

Uses Software

• ElemStatLearn

Cites Work

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