61 citations · 167 across the 16 of their papers we have counts for
3 papers · 1 filter
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…
Newton Meets Marchenko-Pastur: Massively Parallel Second-Order Optimization with Hessian Sketching and Debiasing
Elad Romanov, Fangzhao Zhang, Mert Pilanci
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a mas…
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…