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stat.ML2026
Diagonal Attenuation: A Finite-Sample Correction for PCA
Qiang Sun
Principal component analysis (PCA) can rotate away from its population target when a covariance matrix is estimated from limited data. We introduce diagonal attenuation, which pres…
stat.ML2026
Online Generalized Sparse Regression: How Does Overparametrization Help?
Shuoguang Yang, Qiang Sun
Regularized sparse regression has been extensively studied in the offline setting, but online formulation remains relatively under-explored. This gap stems from four key challenges…