Communication Dans Un Congrès Année : 2009

Asymptotic performance analysis of PCA algorithms based on the weighted subspace criterion

Résumé

This paper studies the asymptotic distribution of the eigenvectors estimated by some PCA algorithms based on the weighted subspace criterion. This enables us to analyse how the choice of the weighting matrix affects the algorithm's performance, an issue previously overlooked

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hal-00444515 , version 1 (16-12-2020)

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Jean-Pierre Delmas, Victor Gabillon. Asymptotic performance analysis of PCA algorithms based on the weighted subspace criterion. ICASSP 2009 : IEEE International Conference on Acoustics, Speech, and Signal Processing, Apr 2009, Tapei, Taiwan. pp.3237 - 3240, ⟨10.1109/ICASSP.2009.4960314⟩. ⟨hal-00444515⟩
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