arXiv Machine Learning

Compact and Infinite-Order Error Analysis for Null-Space SVD Estimation

arXiv Machine Learning
Aug 20

Inference and Uncertainty Quantification for Streaming $r$-PCA

The paper tackles two key gaps in streaming PCA using Oja's algorithm: it establishes sharp operator‑norm convergence for general‑rank subspaces under sub‑Gaussian data, and it provides distributional inference for the resulting subspace estimator. The authors remove non‑vanishing remainder terms from existing analyses, achieving rates that match minimax bounds in both dense‑tail and sparse‑tail regimes. They further develop a linearization of Oja’s iterates, enabling high‑dimensional Gaussian approximations and an online multiplier bootstrap for practical inference.

By Haoshu Xu, Hongzhe Li