Section: Scientific Foundations
Online data analysis
Participants: J-M. Monnez, R. Bar, P. Vallois.
Generally speaking, there exists an overwhelming amount of articles dealing with the analysis
of high dimensional data. Indeed, this is one of the major challenges in statistics today,
motivated
by internet or biostatistics applications. Within this global picture, the problem of classification
or dimension reduction of online data can be traced back at least to a seminal paper by
Mac Queen [61] , in which
the
Our point of view on the topic relies on the so-called french data analysis school, and more specifically on Factorial Analysis tools. In this context, it was then rapidly seen that stochastic approximation was an essential tool (see Lebart's paper [58] ), which allows to approximate eigenvectors in a stepwise manner. A systematic study of Principal Component and Factorial Analysis has then been leaded by Monnez in the series of papers [64] , [62] , [63] , in which many aspects of convergences of online processes are analyzed thanks to the stochastic approximation techniques.