48 citations · 52 across the 2 of their papers we have counts for
2 papers
stat.ML2018★ 4 cited
Diffusion Approximations for Online Principal Component Estimation and Global Convergence
Chris Junchi Li, Mengdi Wang, Han Liu +1
In this paper, we propose to adopt the diffusion approximation tools to study the dynamics of Oja's iteration which is an online stochastic gradient descent method for the principa…
math.OC2016★ 48 cited
Near-Optimal Stochastic Approximation for Online Principal Component Estimation
Chris Junchi Li, Mengdi Wang, Han Liu +1
Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming dat…