Amelia Henriksen

most citedLearning to Forecast Dynamical Systems from Streaming Data

1 citations · 1 across the 1 of their papers we have counts for

collaborators

3 papers

math.DS2021★ 1 cited

Learning to Forecast Dynamical Systems from Streaming Data

Dimitris Giannakis, Amelia Henriksen, Joel A. Tropp +1

Kernel analog forecasting (KAF) is a powerful methodology for data-driven, non-parametric forecasting of dynamically generated time series data. This approach has a rigorous founda…

math.PR2019

Concentration inequalities for random matrix products

Amelia Henriksen, Rachel Ward

Suppose ${X_{k}}_{k \in Z}$ is a sequence of bounded independent random matrices with common dimension $d \times d$ and common expectation $E [X_{k}] = X$ . Under t…

stat.ML2019

AdaOja: Adaptive Learning Rates for Streaming PCA

Amelia Henriksen, Rachel Ward

Oja's algorithm has been the cornerstone of streaming methods in Principal Component Analysis (PCA) since it was first proposed in 1982. However, Oja's algorithm does not have a st…