Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Distributed Estimation of Principal Eigenspaces   Principal component analysis (PCA) is fundamental to statistical machine
learning. It extracts latent principal factors that contribute to the most
variation of the data. When data are stored across multiple machines, however,
communication cost can prohibit the computation of PCA in a central location
and distributed algorithms for PCA are thus needed. This paper proposes and
studies a distributed PCA algorithm: each node machine computes the top $K$
eigenvectors and transmits them to the central server; the central server then
aggregates the information from all the node machines and conducts a PCA based
on the aggregated information. We investigate the bias and variance for the
resulting distributed estimator of the top $K$ eigenvectors. In particular, we
show that for distributions with symmetric innovation, the empirical top
eigenspaces are unbiased and hence the distributed PCA is "unbiased". We derive
the rate of convergence for distributed PCA estimators, which depends
explicitly on the effective rank of covariance, eigen-gap, and the number of
machines. We show that when the number of machines is not unreasonably large,
the distributed PCA performs as well as the whole sample PCA, even without full
access of whole data. The theoretical results are verified by an extensive
simulation study. We also extend our analysis to the heterogeneous case where
the population covariance matrices are different across local machines but
share similar top eigen-structures.

28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
3
The categories of this paper are: physics
1
The categories of this paper are: cs
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat
11
The categories of this paper are: hep-lat
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
18
The categories of this paper are: econ
33
The categories of this paper are: plasm-ph