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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.ST2024★ 1 cited
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…
math.ST2024
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…