The scaling limit of high-dimensional online independent component analysis

DOI10.1088/1742-5468/ab39d6zbMath1459.62100arXiv1710.05384OpenAlexW2995272249MaRDI QIDQ5854112

Yue M. Lu, Chuang Wang

Publication date: 16 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.05384

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)

Related Items (1)

Time-varying continuous-time optimisation with pre-defined finite-time stability

Uses Software

• Wirtinger Flow

Cites Work

• Unnamed Item
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• The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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