arXiv Machine Learning By Urte Adomaityte, Gabriele Sicuro, Pierpaolo Vivo

Sparse corruption in low-rank matrix inference: the PCA benchmark

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arXiv:2511. 11927v2 Announce Type: replace-cross Abstract: Principal Component Analysis (PCA) is a standard tool for extracting a low-rank signal from noisy observations.

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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
arXiv Machine Learning
Sep 23

SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA

SuperPCA is a new algorithm for high‑dimensional principal component analysis that exploits an approximate eigenspace of the sample covariance matrix. The authors show that the subspace spanned by several leading eigenvectors contains useful signal information long before individual eigenvectors converge, and they derive posteriori bounds on the angle between this subspace and the true signal subspace. By using only a small number of subsampled coordinates, SuperPCA can achieve up to a ten‑fold improvement in accuracy over classical PCA while reducing data acquisition costs, especially when the signals are approximately sparse.

By Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa, Taejun Park