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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
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…