SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA
Principal component analysis (PCA) is a fundamental tool to reduce the dimensionality of the data in many applications. PCA finds a few signal directions that contain most of the variability of the data by computing the eigenvectors of the sample covariance matrix. In this work, we focus on the spiked covariance model, in which the data vectors are defined by a few orthogonal signals plus an isotropic Gaussian noise, and our goal is to estimate one or more of the leading signals. Our main theoretical finding is that the subspace spanned by several leading eigenvectors of the sample covariance matrix contains significant information about the desired signals long before the individual eige...
| Authors | Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa et al. |
|---|---|
| Primary category | stat.ML |
| Published | 22 September 2026 |
| Last updated at source | 22 September 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.