10 citations · 15 across the 2 of their papers we have counts for
2 papers
cs.LG2017★ 10 cited
The Scaling Limit of High-Dimensional Online Independent Component Analysis
Chuang Wang, Yue M. Lu
We analyze the dynamics of an online algorithm for independent component analysis in the high-dimensional scaling limit. As the ambient dimension tends to infinity, and with proper…
cs.IT2016★ 5 cited
Online Learning for Sparse PCA in High Dimensions: Exact Dynamics and Phase Transitions
Chuang Wang, Yue M. Lu
We study the dynamics of an online algorithm for learning a sparse leading eigenvector from samples generated from a spiked covariance model. This algorithm combines the classical…