76 citations · 357 across the 44 of their papers we have counts for
6 papers · 1 filter
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…
Low-Precision Streaming PCA
Sanjoy Dasgupta, Syamantak Kumar, Shourya Pandey +1
Low-precision streaming PCA estimates the top principal component in a streaming setting under limited precision. We establish an information-theoretic lower bound on the quantizat…
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…
Spike-and-Slab Posterior Sampling in High Dimensions
Syamantak Kumar, Purnamrita Sarkar, Kevin Tian +1
Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold stand…
Optimal Transfer Learning for Missing Not-at-Random Matrix Completion
Akhil Jalan, Yassir Jedra, Arya Mazumdar +2
We study transfer learning for matrix completion in a Missing Not-at-Random (MNAR) setting that is motivated by biological problems. The target matrix has entire rows and colum…
Dimension-free Score Matching and Time Bootstrapping for Diffusion Models
Syamantak Kumar, Dheeraj Nagaraj, Purnamrita Sarkar
Diffusion models generate samples by estimating the score function of the target distribution at various noise levels. The model is trained using samples drawn from the target dist…