Stochastic Approximation and Memory-Limited Subspace Tracking for Poisson Streaming Data.

Poisson count data is ubiquitously encountered in applications such as optical imaging, social networks, and traffic monitoring, where the data is typically modeled after a Poisson distribution and presented in a streaming fashion. Therefore, it calls for techniques to efficiently extract and track the useful information embedded therein. We consider the problem of recovering and tracking the unde...