3 accepted papers
We propose a novel statistical inference framework for streaming principal component analysis (PCA) using Oja’s algorithm, enabling the construction of confidence intervals for individual entries of the estimated eigenvector. Most existing works on streaming PCA focus on providing sharp sin-squared
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 quantization resolution required to achieve a target accuracy for the leading eigenvector. We study Oja's algorithm for streamin…
We consider the problem of privately estimating a parameter $\mathbb{E}[h(X_1,\dots,X_k)]$, where $X_1$, $X_2$, $\dots$, $X_k$ are i.i.d. data from some distribution and $h$ is a permutation-invariant function. Without privacy constraints, the standard estimators for this task are U-statistics, whic…