Near-Optimal Stochastic Approximation for Online Principal Component
Estimation

Near-Optimal Stochastic Approximation for Online Principal Component Estimation

16 March 2016

Mengdi Wang

Tong Zhang

Papers citing "Near-Optimal Stochastic Approximation for Online Principal Component Estimation"

13 / 13 papers shown

Title
Global Convergence of Adaptive Sensing for Principal Eigenvector Estimation Alex Saad-Falcon Brighton Ancelin Justin Romberg 22 0 0 16 May 2025
Black-Box $k$ -to- $1$ -PCA Reductions: Theory and Applications A. Jambulapati Syamantak Kumar Jerry Li Shourya Pandey Ankit Pensia Kevin Tian 39 2 0 06 Mar 2024
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance Krishnakumar Balasubramanian Promit Ghosal Ye He 40 5 0 03 Apr 2023
Online Kernel Sliced Inverse Regression Wenquan Cui Yue Zhao Jianjun Xu Haoyang Cheng 20 0 0 23 Jan 2023
Nonconvex Stochastic Scaled-Gradient Descent and Generalized Eigenvector Problems C. J. Li Michael I. Jordan 37 2 0 29 Dec 2021
A note on concentration inequality for vector-valued martingales with weak exponential-type tails C. J. Li 14 3 0 06 Sep 2018
Diffusion Approximations for Online Principal Component Estimation and Global Convergence C. J. Li Mengdi Wang Han Liu Tong Zhang 34 12 0 29 Aug 2018
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator Cong Fang C. J. Li Zhouchen Lin Tong Zhang 50 571 0 04 Jul 2018
Streaming PCA and Subspace Tracking: The Missing Data Case Laura Balzano Yuejie Chi Yue M. Lu 13 84 0 12 Jun 2018
History PCA: A New Algorithm for Streaming PCA Puyudi Yang Cho-Jui Hsieh Jane-ling Wang AI4TS 23 23 0 15 Feb 2018
Accelerated Stochastic Power Iteration Christopher De Sa Bryan D. He Ioannis Mitliagkas Christopher Ré Peng Xu 43 89 0 10 Jul 2017
LazySVD: Even Faster SVD Decomposition Yet Without Agonizing Pain Zeyuan Allen-Zhu Yuanzhi Li 36 128 0 12 Jul 2016
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 104 572 0 08 Dec 2012