arXiv Machine Learning

Global Convergence of Adaptive Sensing for Principal Eigenvector Estimation

arXiv:2505. 10882v2 Announce Type: replace Abstract: Principal component analysis classically requires full $d$-dimensional samples, yet in various applications hardware limits acquisition to a few scalar measurements per sample.

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
arXiv Machine Learning
Aug 14

Fast Length-Squared Sampling for Positive-Semidefinite Matrices

arXiv:2608. 12503v1 Announce Type: cross Abstract: We describe a simple rejection-sampling-based algorithm to perform length-squared sampling on an $n \times n$ positive-semidefinite (psd) matrix: that is, to sample a column with probability proportional to its squared $\ell_2$-norm.

By Rajarshi Bhattacharjee, Ethan N. Epperly, Cameron Musco, Aaron Tian
arXiv Statistics ML
Sep 24

Rank-One Signal Recovery in Sparse Wishart Noise

arXiv:2609.28163v1 Announce Type: cross Abstract: We study the high-dimensional recovery of a signal vector $\mathbf{x}$ in the presence of sparse Wishart-like noise. We define an $N \times N$ matrix...

By Preben Forer, Urte Adomaityte, Pierpaolo Vivo