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math.ST2026
Nonparametric Evaluation of Noisy ICA Solutions
Syamantak Kumar, Purnamrita Sarkar, Peter Bickel +1
Independent Component Analysis (ICA) was introduced in the 1980's as a model for Blind Source Separation (BSS), which refers to the process of recovering the sources underlying a m…
math.ST2025
Beyond Sin-Squared Error: Linear-Time Entrywise Uncertainty Quantification for Streaming PCA
Syamantak Kumar, Shourya Pandey, Purnamrita Sarkar
We propose a novel statistical inference framework for streaming principal component analysis (PCA) using Oja's algorithm, enabling the construction of confidence intervals for ind…
math.ST2025
Oja's Algorithm for Streaming Sparse PCA
Syamantak Kumar, Purnamrita Sarkar
Oja's algorithm for Streaming Principal Component Analysis (PCA) for data-points in a dimensional space achieves the same sin-squared error as the o…