Title :
Asynchronous distributed principal component analysis using stochastic approximation
Author :
Morral, Gemma ; Bianchi, P. ; Jakubowicz, Jeremie
Author_Institution :
Inst. Telecom, Telecom Paristech, Paris, France
Abstract :
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.
Keywords :
graph theory; principal component analysis; probability; stochastic processes; asynchronous distributed principal component analysis; graph structure; probability; stochastic approximation; Algorithm design and analysis; Approximation algorithms; Context; Convergence; Sparse matrices; Symmetric matrices; Vectors; Asynchronous algorithm; Distributed algorithm; Oja´s algorithm; Principal Component Analysis; Stochastic Approximation; Wireless Sensor Network;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6425898
