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Minbo Gao

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Preprint Jul 2026

A Correlation-Gap Bound for Nonlinear Gaussian PCA

A dimension-free version of the retained-energy form of the Mallat--Zeitouni conjecture is established, showing that the KL basis is within this factor of the optimal basis, and shows that the possible advantage of optimizing over all orthonormal bases vanishes as $d$ grows.

Minbo Gao, Zhengfeng Ji, Chenghua Liu · 0 citations