Author

Ankit Pensia

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Preprint Sep 2026

Fast Algorithms for Sparse PCA and Robust Sparse Estimation

These certificate routines yield the first quadratic and subquadratic-time algorithms for robust sparse estimation for broad families of distributions and reduce a high-value sparse direction to a bounded-radius set in the graph of large correlations and searches the resulting candidate supports.

Giannis Iakovidis, Ankit Pensia · 0 citations