Asynchronous distributed principal component analysis using stochastic approximation
Gemma Morral, Pascal Bianchi, Jérémie Jakubowicz · 2012
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.