Bootstrapping the error of Oja's algorithm

28 June 2021

Papers citing "Bootstrapping the error of Oja's algorithm"

33 / 33 papers shown

Title
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 57 2 0 20 Feb 2023
On the Optimality of the Oja's Algorithm for Online PCA Xin Liang 38 9 0 31 Mar 2021
Streaming k-PCA: Efficient guarantees for Oja's algorithm, beyond rank-one updates De Huang Jonathan Niles-Weed Rachel A. Ward 36 20 0 06 Feb 2021
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 87 51 0 14 Jun 2020
Error Estimation for Sketched SVD via the Bootstrap Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 47 11 0 10 Mar 2020
Estimating the Algorithmic Variance of Randomized Ensembles via the Bootstrap Miles E. Lopes 43 24 0 20 Jul 2019
AdaOja: Adaptive Learning Rates for Streaming PCA Amelia Henriksen Rachel A. Ward 43 22 0 28 May 2019
SGD without Replacement: Sharper Rates for General Smooth Convex Functions Prateek Jain Dheeraj M. Nagaraj Praneeth Netrapalli 55 87 0 04 Mar 2019
Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap Miles E. Lopes Shusen Wang Michael W. Mahoney 35 24 0 21 Mar 2018
HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation Weijie J. Su Yuancheng Zhu 68 38 0 13 Feb 2018
Efficient Estimation of Linear Functionals of Principal Components V. Koltchinskii Matthias Loffler Richard Nickl 41 33 0 25 Aug 2017
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication Miles E. Lopes Shusen Wang Michael W. Mahoney 34 15 0 06 Aug 2017
Statistical inference using SGD Tianyang Li Liu Liu Anastasios Kyrillidis Constantine Caramanis FedML 34 37 0 21 May 2017
Bootstrap confidence sets for spectral projectors of sample covariance A. Naumov V. Spokoiny V. Ulyanov 48 38 0 02 Mar 2017
Statistical Inference for Model Parameters in Stochastic Gradient Descent Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang 64 138 0 27 Oct 2016
Non-asymptotic upper bounds for the reconstruction error of PCA M. Reiß Martin Wahl 67 55 0 13 Sep 2016
Near-Optimal Stochastic Approximation for Online Principal Component Estimation C. J. Li Mengdi Wang Han Liu Tong Zhang 53 66 0 16 Mar 2016
An Improved Gap-Dependency Analysis of the Noisy Power Method Maria-Florina Balcan S. Du Yining Wang Adams Wei Yu 85 71 0 23 Feb 2016
Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm Prateek Jain Chi Jin Sham Kakade Praneeth Netrapalli Aaron Sidford 50 128 0 22 Feb 2016
Convergence of Stochastic Gradient Descent for PCA Ohad Shamir 60 85 0 30 Sep 2015
The Fast Convergence of Incremental PCA Akshay Balsubramani S. Dasgupta Y. Freund 73 143 0 15 Jan 2015
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 76 312 0 11 Dec 2014
Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension Demian Pouzo 62 13 0 11 Nov 2014
Global Convergence of Stochastic Gradient Descent for Some Non-convex Matrix Problems Christopher De Sa K. Olukotun Christopher Ré 72 150 0 05 Nov 2014
Bootstrap confidence sets under model misspecification V. Spokoiny M. Zhilova 57 74 0 01 Oct 2014
The Noisy Power Method: A Meta Algorithm with Applications Moritz Hardt Eric Price 96 204 0 11 Nov 2013
Memory Limited, Streaming PCA Ioannis Mitliagkas Constantine Caramanis Prateek Jain 82 165 0 28 Jun 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 157 507 0 31 Dec 2012
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 637 92 0 21 Dec 2012
Low-rank Matrix Completion using Alternating Minimization Prateek Jain Praneeth Netrapalli Sujay Sanghavi 217 1,065 0 03 Dec 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 170 183 0 12 Jan 2012
Online Identification and Tracking of Subspaces from Highly Incomplete Information Laura Balzano Robert D. Nowak Benjamin Recht 112 424 0 21 Jun 2010
Matrix Completion from a Few Entries Raghunandan H. Keshavan Andrea Montanari Sewoong Oh 421 1,244 0 20 Jan 2009