Diffusion approximations of Oja's online principal component analysis.

Jian-Guo Liu Zibu Liu

Published in: CoRR (2023)

Keyphrases

principal component analysis
online learning
principal components
independent component analysis
dimension reduction
feature extraction
dimensionality reduction
low dimensional
data sets
linear discriminant analysis
heavy traffic
decision making
computational complexity
covariance matrix
diffusion approximations