On the optimality of the Oja’s algorithm for online PCA

Xin Liang Yau Mathematical Sciences Center, Tsinghua University

Statistics Theory and Methods,Data Analysis mathscidoc:2204.86001

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Principal component analysis, Stochastic approximation, High-dimensional data, Oja’s algorithm
[ Download ] [ 2022-04-24 22:34:52 uploaded by jinsanliang ] [ 63 downloads ] [ 0 comments ]
@inproceedings{xinon,
  title={ On the optimality of the Oja’s algorithm for online PCA},
  author={Xin Liang},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220424223452326084124},
}
Xin Liang. On the optimality of the Oja’s algorithm for online PCA. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220424223452326084124.
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