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:2606. 00500v1 Announce Type: cross Abstract: We present a simple and efficient algorithm for robust approximate message passing (AMP) in the spiked matrix setting.
By Misha Ivkov, Tselil Schramm
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
arXiv:2606. 11263v1 Announce Type: cross Abstract: Spectral methods rely fundamentally on the stability of principal eigenspaces under random perturbations.
By Fengkai Liu, Ke Wang, Wanjie Wang
arXiv:2607. 14304v1 Announce Type: cross Abstract: We study sparse random geometric graphs generated by connecting pairs of high-dimensional vectors whose inner product exceeds a threshold.
By Manuel Fernandez V, Yizhe Zhu
arXiv:2602. 03682v2 Announce Type: replace-cross Abstract: We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA.
By Pierre Agui\'e, Mathieu Even, Laurent Massouli\'e