Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm

Prateek Jain 0002, Chi Jin, Sham M. Kakade, Praneeth Netrapalli, Aaron Sidford. Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm. In Vitaly Feldman, Alexander Rakhlin, Ohad Shamir, editors, Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016. Volume 49 of JMLR Workshop and Conference Proceedings, pages 1147-1164, JMLR.org, 2016. [doi]

@inproceedings{JainJKNS16,
  title = {Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm},
  author = {Prateek Jain 0002 and Chi Jin and Sham M. Kakade and Praneeth Netrapalli and Aaron Sidford},
  year = {2016},
  url = {http://jmlr.org/proceedings/papers/v49/jain16.html},
  researchr = {https://researchr.org/publication/JainJKNS16},
  cites = {0},
  citedby = {0},
  pages = {1147-1164},
  booktitle = {Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016},
  editor = {Vitaly Feldman and Alexander Rakhlin and Ohad Shamir},
  volume = {49},
  series = {JMLR Workshop and Conference Proceedings},
  publisher = {JMLR.org},
}