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cs.DS2021
Johnson-Lindenstrauss Embeddings with Kronecker Structure
Stefan Bamberger, Felix Krahmer, Rachel Ward
We prove the Johnson-Lindenstrauss property for matrices where has the restricted isometry property and is a diagonal matrix containing the entries of a Kronecker…
cs.DS2021★ 3 cited
Streaming k-PCA: Efficient guarantees for Oja's algorithm, beyond rank-one updates
De Huang, Jonathan Niles-Weed, Rachel Ward
We analyze Oja's algorithm for streaming -PCA and prove that it achieves performance nearly matching that of an optimal offline algorithm. Given access to a sequence of i.i.d. $…