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math.ST2024
Sparse PCA: Phase Transitions in the Critical Regime
Michael J. Feldman, Theodor Misiakiewicz, Elad Romanov
This work studies estimation of sparse principal components in high dimensions. Specifically, we consider a class of estimators based on kernel PCA, generalizing the covariance thr…
math.ST2024★ 1 cited
The High-Dimensional Asymptotics of Principal Component Regression
Alden Green, Elad Romanov
We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exa…