Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods-Reference-Cited by-同舟云学术

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Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods

Published:2021-03 Issue: Volume:182 Page:104694
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Monnez Jean-Marie^ORCID,Skiredj Abderrahman

Funder

Agence Nationale de la Recherche

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference24 articles.

1. The fast convergence of incremental PCA;Balsubramani;Adv. Neural Inf. Process. Syst.,2013

2. Approximation stochastique dans une algèbre normée non commutative;Benzécri;Bull. Soc. Math. France,1969

3. Un algorithme du gradient pour l’analyse en composantes principales;Brandière,1994

4. Un algorithme pour l’analyse en composantes principales;Brandière;C. R. Acad. Sci.,1995

5. Some pathological traps for stochastic approximation;Brandière;SIAM J. Control Optim.,1998

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic approximation of eigenvectors and eigenvalues of the Q-symmetric expectation of a random matrix;Communications in Statistics - Theory and Methods;2022-08-18

2. Construction and Update of an Online Ensemble Score Involving Linear Discriminant Analysis and Logistic Regression;Applied Mathematics;2022

3. Streaming constrained binary logistic regression with online standardized data;Journal of Applied Statistics;2021-01-06

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