104 citations · 295 across the 16 of their papers we have counts for
Showing 2015Show all
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stat.ML2015
Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
Hervé Cardot, David Degras
In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component ana…
math.ST2015
Fast Estimation of the Median Covariation Matrix with Application to Online Robust Principal Components Analysis
Hervé Cardot, Antoine Godichon-Baggioni
The geometric median covariation matrix is a robust multivariate indicator of dispersion which can be extended without any difficulty to functional data. We define estimators, base…
math.ST2015★ 42 cited
Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls
Hervé Cardot, Peggy Cénac, Antoine Godichon
Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The co…