Author

A. Rinaldo

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Preprint Sep 2026

Streaming PCA: averaging from a geometric perspective

We study principal component analysis (PCA) under memory constraints, a setting that is increasingly important in large-scale data analysis. Our focus is on Oja's algorithm, which is a one-pass, memory-efficient algorithm requiring only $O(p)$ storage in the rank-one case and $O(pk)$ storage for $k$- PCA. The main goal...

Tuan Pham, A. Rinaldo, Purnamrita Sarkar · 0 citations