Streaming Principal Component Analysis From Incomplete Data
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Publication:5214169
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
global convergencesubspace identificationmatrix completionprincipal component analysisnonconvex optimizationstreaming algorithms
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)
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