Exponentially convergent stochastic k-PCA without variance reduction.
Cheng TangPublished in: NeurIPS (2019)
Keyphrases
- variance reduction
- monte carlo
- principal component analysis
- gradient estimation
- sample size
- bias variance decomposition
- importance sampling
- quasi monte carlo
- face recognition
- random numbers
- dimensionality reduction
- markov chain
- covariance matrix
- feature extraction
- dimension reduction
- confidence intervals
- graph cuts
- graphical models
- high dimensional