Diagonal Attenuation: A Finite-Sample Correction for PCA

arXiv:2609.05796 · stat.ML, cs.LG, math.ST, stat.ME, stat.TH · Submitted 2026-09-05 · Read on arXiv

stat.ML, cs.LG, math.ST, stat.ME, stat.TH

Submitted: 2026-09-05

Updated: 2026-09-05

Comments: 14 page main including references; 30 page supplement

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Principal Component Analysis (PCA) — 1× in this paper · explained in 4 episodes

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