5 papers · 1 filter
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…
Time-uniform concentration bounds for iterative algorithms
Tuan Pham, Alessandro Rinaldo, Purnamrita Sarkar
We develop a new framework for deriving time-uniform concentration bounds for the output of stochastic sequential algorithms satisfying certain recursive inequalities akin to those…
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…
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…
On Differentially Private U Statistics
Kamalika Chaudhuri, Po-Ling Loh, Shourya Pandey +1
We consider the problem of privately estimating a parameter , where , , , are i.i.d. data from some distribution and is a p…