Software and Algorithms

My software and algorithms are available online at my Github

Subspace Tracking Algorithms

• OPIT: An effective sparse subspace tracking in high dimension:

• αFAPI: A fast algorithm for subspace tracking with data corruption using α-divergence:

• PETRELS-ADMM: A robust algorithm for subspace tracking from incomplete observations with outliers:

Tensor Tracking and Decompositions

• ACP & ATD: Two fast adaptive algorithms for factorizing streaming tensors under CP and Tucker format:

• ROBOT: An effective algorithm for factorizing streaming tensors with sparse corruptions under the TT format:

• ATT: A scalable adaptive algorithm for streaming tensor-train decompositions with missing data:

• ROLCP: A fast randomized algorithm for streaming CP/PARAFAC decompositions:

• TT-FOA: An efficient adaptive method for streaming tensor-train decomposition:

• ROTDL: A robust method for online Tucker dictionary learning from multidimensional data streams: