Asynchronous distributed principal component analysis using stochastic approximation - Archive ouverte HAL
Communication Dans Un Congrès CDC '12 : 51st IEEE Conference on Decision and Control Année : 2012

Asynchronous distributed principal component analysis using stochastic approximation

Résumé

In this paper we address the problem of asynchronous distributed principal component analysis. We provide several algorithms coping with different situations according to the underlying graph structure. A general enough framework allows us to analyze all these algorithms at the same time. Convergence is proved with probability 1 under suitable assumptions, and numerical experiments illustrate their good behavior.
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Dates et versions

hal-00788714 , version 1 (15-02-2013)

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Gemma Morral, Pascal Bianchi, Jérémie Jakubowicz. Asynchronous distributed principal component analysis using stochastic approximation. CDC '12 : 51st IEEE Conference on Decision and Control, Dec 2012, Maui, Hi, United States. pp.1398-1403, ⟨10.1109/CDC.2012.6425898⟩. ⟨hal-00788714⟩
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