Robust Streaming PCA

arXiv:1902.03223 · stat.ML, cs.LG · Submitted 2019-02-08 · Read on arXiv

stat.ML, cs.LG

Submitted: 2019-02-08

Updated: 2026-09-02

Terminology

• Spectral Gap — 6× in this paper · explained in 5 episodes
• Principal Component Analysis (PCA) — 2× in this paper · explained in 4 episodes
• Theoretical Guarantees — 2× in this paper · explained in 2 episodes
• Accuracy — 1× in this paper · explained in 1 episode
• Additivity — 1× in this paper · explained in 1 episode
• Alignment — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Convergence Guarantees — 1× in this paper · explained in 3 episodes
• Distribution Shift — 1× in this paper · explained in 5 episodes
• Generalization — 1× in this paper · explained in 13 episodes
• Non-stationarity — 1× in this paper · explained in 2 episodes
• Quantization — 1× in this paper · explained in 12 episodes
• Regularization — 1× in this paper · explained in 3 episodes
• Reinforcement Learning — 1× in this paper · explained in 4 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Stiefel manifold — 1× in this paper · explained in 2 episodes

Sources

• Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization
• Online Robust Subspace Tracking from Partial Information
• Matrix Concentration for Products
• On the Optimality of the Oja's Algorithm for Online PCA
• History PCA: A New Algorithm for Streaming PCA

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