SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA (Q7353516)

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    SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA
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      SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA (English)
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      22 September 2026
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      stat.ML
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      cs.LG
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      math.NA
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      stat.CO
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      Irina-Beatrice Haas
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      Maike Meier
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      Yuji Nakatsukasa
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      Taejun Park
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      We present SuperPCA (SUbsPace subsamplER PCA), an algorithm that efficiently estimates leading signals in high-dimensional data by leveraging an approximate eigenspace of the sample covariance matrix obtained from only a small number of subsampled coordinates, achieving up to 10x accuracy gain over classical PCA.
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      SuperPCA
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      Subspace Analysis
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      Efficient Algorithm
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