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math.ST2025
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…
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…