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Poster
Wed Jul 11 09:15 AM -- 12:00 PM (PDT) @ Hall B #114
Streaming Principal Component Analysis in Noisy Setting
Teodor Vanislavov Marinov · Poorya Mianjy · Raman Arora
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We study streaming algorithms for principal component analysis (PCA) in noisy settings. We present computationally efficient algorithms with sub-linear regret bounds for PCA in the presence of noise, missing data, and gross outliers.