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2:00 pm
Karim LOUNICI (Ecole Polytechnique) – "Online PCA: non-asymptotics statistical guarantees for the Krasulina scheme"
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 12st of November 2018 Place: Room 3001. Karim LOUNICI (Ecole Polytechnique) - "Online PCA: non-asymptotics statistical guarantees for the Krasulina scheme" Abstract: Principal Component Analysis is a popular method used to analyse the covariance structure $\Sigma$ of a random vector. Recent results on the […]
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