@inproceedings{SisLab4712, booktitle = {ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)}, title = {Sparse Subspace Tracking in High Dimensions}, author = {Trung Thanh Le and Abed Meraim Karim and Hafiane Adel and Linh Trung Nguyen}, url = {https://eprints.uet.vnu.edu.vn/eprints/id/eprint/4712/}, abstract = {We studied the problem of sparse subspace tracking in the high-dimensional regime where the dimension is comparable to or much larger than the sample size. Leveraging power iteration and thresholding methods, a new provable algorithm called OPIT was derived for tracking the sparse principal subspace of data streams over time. We also presented a theoretical result on its convergence to verify its consistency in high dimensions. Several experiments were carried out on both synthetic and real data to demonstrate the effectiveness of OPIT.} }