Dimensionality reduction for stationary time series via stochastic nonconvex optimization

Mathematics

• Asymptotics 50%
• Covariance Matrix 25%
• Data Point 25%
• Diffusion Approximation 25%
• Dimensionality Reduction 100%
• Numerical Experiment 25%
• Objective Function 25%
• Principal Component Analysis 25%
• Stationary Time Series 100%
• Stochastics 100%
• Time Series Data 50%

Keyphrases

• Asymptotic Convergence Rate 50%
• Streaming PCA 50%