Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)29-50
Number of pages22
JournalInternational Statistical Review
Volume86
Issue number1
DOIs
StatePublished - Apr 2018

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Eigenvalue decomposition
  • generalised Hebbian algorithm
  • incremental SVD
  • perturbation methods
  • stochastic gradient

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