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Author

Theodor Misiakiewicz

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Open access Dec 2024

Sparse PCA: Phase Transitions in the Critical Regime

This work studies sparse principal component analysis (PCA) in high dimensions. Given <inline-formula> <tex-math notation="LaTeX">$n$ </tex-math></inline-formula> independent <inline-formula> <tex-math notation="LaTeX">$p$ </tex-math></inline-formula>-dimensional Gaussian samples with covariance <inline-formula> <tex-m...

Michal Feldman, Theodor Misiakiewicz, Elad Romanov · 0 citations

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