相关论文: Adaptive PCA for Time-Varying Data

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input--output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a…

Oja's rule [Oja, Journal of mathematical biology 1982] is a well-known biologically-plausible algorithm using a Hebbian-type synaptic update rule to solve streaming principal component analysis (PCA). Computational neuroscientists have…

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

In this paper, we propose an acceleration scheme for online memory-limited PCA methods. Our scheme converges to the first $k>1$ eigenvectors in a single data pass. We provide empirical convergence results of our scheme based on the spiked…

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

In this paper, we introduce a new domain adaptation (DA) algorithm where the source and target domains are represented by subspaces spanned by eigenvectors. Our method seeks a domain invariant feature space by learning a mapping function…

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…

We consider principal component analysis for contaminated data-set in the high dimensional regime, where the dimensionality of each observation is comparable or even more than the number of observations. We propose a deterministic…

We show that adaptive time stepping in particle accelerator simulation is an enhancement for certain problems. The new algorithm has been implemented in the OPAL (Object Oriented Parallel Accelerator Library) framework, and is compared to…

We propose and investigate a probabilistic model of sublinear-time one-dimensional cellular automata. In particular, we modify the model of ACA (which are cellular automata that accept if and only if all cells simultaneously accept) so that…

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

In this paper, we consider multi-stage stochastic optimization problems with convex objectives and conic constraints at each stage. We present a new stochastic first-order method, namely the dynamic stochastic approximation (DSA) algorithm,…

We study the canonical statistical task of computing the principal component from $n$ i.i.d.~data in $d$ dimensions under $(\varepsilon,\delta)$-differential privacy. Although extensively studied in literature, existing solutions fall short…