Search Results for author: Robert Lunde

Found 3 papers, 0 papers with code

Bootstrapping the error of Oja's Algorithm

no code implementations28 Jun 2021 Robert Lunde, Purnamrita Sarkar, Rachel Ward

We consider the problem of quantifying uncertainty for the estimation error of the leading eigenvector from Oja's algorithm for streaming principal component analysis, where the data are generated IID from some unknown distribution.

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