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eess.SP2023
Streaming Heteroscedastic Probabilistic PCA with Missing Data
Kyle Gilman, David Hong, Jeffrey A. Fessler +1
Streaming principal component analysis (PCA) is an integral tool in large-scale machine learning for rapidly estimating low-dimensional subspaces from very high-dimensional data ar…
eess.SP2020★ 40 cited
Grassmannian Optimization for Online Tensor Completion and Tracking with the t-SVD
Kyle Gilman, Davoud Ataee Tarzanagh, Laura Balzano
We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a low-tubal-rank tensor using the tensor singular value decomposition (t-…