ICCOPT 2013 Talk, Room 2.2, Monday, July 29, 11:30-13:00

 Speaker: Stephen J. Wright, University of Wisconsin, Madison, USA
 Title: Convergence of a stochastic algorithm for subspace identification
 Co-authors: Laura Balzano

 Abstract:
Scientific Program

GROUSE is an incremental stochastic algorithm for subspace identification based on incomplete information. This talk discusses recent results on the local convergence behavior of GROUSE, showing an expected linear convergence rate. Stronger results are possible when the full data vector is available. We describe too an equivalence between GROUSE and an incremental method based on the singular value decomposition.


 Talk in: Organized Session Mon.A.22 Stochastic methods and applications
 Cluster: Convex and nonsmooth optimization


 Go to: Mon.A
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage