Near-optimal stochastic approximation for online principal component estimation

Keyphrases

• Error Bound 66%
• Finite Sample 66%
• High-dimensional Data Analysis 33%
• Iterative Methods 33%
• Minimax 33%
• Near-optimal 100%
• Nearly Optimal 33%
• Nonconvex Optimization Problems 33%
• Nonconvex Stochastic Optimization 33%
• Online Algorithms 33%
• Online Principal Component Analysis 100%
• Principal Component Analysis Algorithm 66%
• Principal Component Estimation 100%
• Principal Coordinate Analysis (PCoA) 33%
• Process Data 33%
• Rich Application 33%
• Sampling Error 66%
• Stochastic Approximation 100%
• Streaming Data 33%
• Sub-Gaussian 33%
• Theoretical Convergence Analysis 33%

Mathematics

• Convergence Analysis 25%
• Data Point 25%
• Data Streaming 25%
• Dimensional Data 25%
• Error Bound 50%
• Iteration Process 25%
• Minimax 25%
• Principal Component Analysis 100%
• Principal Components 100%
• Stochastics 100%