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Author

D. Bienstock

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#machine learning Feb 2019

Robust Streaming PCA

This work analyzes the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argues that the noisy power method is rate-optimal in this setting.

D. Bienstock, Minchan Jeong, A. Shukla et al. · 8 citations · ⚡1

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