The paper proves an upper bound convergence rate for an adaptive two-measurement streaming PCA algorithm, and claims, without a proof in the text, that this rate is optimal.
Compressed Sensing: Applica- tions in Radar and Communications.The Scientific World Journal, 2016:1–2, 2016
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Global Convergence of Adaptive Sensing for Principal Eigenvector Estimation
The paper proves an upper bound convergence rate for an adaptive two-measurement streaming PCA algorithm, and claims, without a proof in the text, that this rate is optimal.