The Noisy Power Method: A Meta Algorithm with Applications
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Abstract (arXiv)
We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when a significant amount noise is introduced after each matrix-vector multiplication. The noisy power method can be seen as a meta-algorithm that has recently found a number of important applications in a broad range of machine learning problems including alternating minimization for matrix completion, streaming principal component analysis (PCA), and privacy-preserving spectral analysis. Our general analysis subsumes several existing ad-hoc convergence bounds and resolves a number of open problems in multiple applications including streaming PCA and privacy-preserving singular vector computation.
Key facts. Cited by 58 papers in the map (data through 7 Oct 2026). First posted on arXiv 11 Nov 2013.
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Citing papers per year: 2021: 12; 2022: 7; 2023: 8; 2024: 9; 2025: 12; 2026: 10.
58 papers.
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- 2022DP-PCA: Statistically Optimal and Differentially Private PCAcited by 24
- 2021Streaming k-PCA: Efficient guarantees for Oja's algorithm, beyond rank-one updatescited by 21
- 2021DeEPCA: Decentralized Exact PCA with Linear Convergence Ratecited by 18
- 2021Privately Learning Subspacescited by 16
- 2021Optimal Gradient-based Algorithms for Non-concave Bandit Optimizationcited by 15
- 2023Share Your Representation Only: Guaranteed Improvement of the Privacy-Utility Tradeoff in Federated Learningcited by 13
- 2021On the Optimality of the Oja's Algorithm for Online PCAcited by 11
- 2021Bootstrapping the error of Oja's algorithmcited by 11
- 2021Private Alternating Least Squares: Practical Private Matrix Completion with Tighter Ratescited by 10
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Banditscited by 9
- 2021Faster Kernel Matrix Algebra via Density Estimationcited by 7
- 2022Statistical and Computational Trade-offs in Variational Inference: A Case Study in Inferential Model Selectioncited by 7
38 more
- 2024Black-Box k-to-1-PCA Reductions: Theory and Applicationscited by 7
- 2023PLAN: Variance-Aware Private Mean Estimationcited by 6
- 2024Differentially private and decentralized randomized power methodcited by 6
- 2021On the Second-order Convergence Properties of Random Search Methodscited by 5
- 2022Fast algorithm for overcomplete order-3 tensor decompositioncited by 5
- 2023Streaming Kernel PCA Algorithm With Small Spacecited by 5
- 2023Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpointcited by 5
- 2021FedPower: Privacy-Preserving Distributed Eigenspace Estimationcited by 4
- 2022Stochastic and Private Nonconvex Outlier-Robust PCAcited by 4
- 2023Differentially Private Low-dimensional Synthetic Data from High-dimensional Datasetscited by 4
- 2025An Iterative Algorithm for Differentially Private k-PCA with Adaptive Noisecited by 3
- 2025Low-Precision Streaming PCAcited by 3
- 2025Spectral Perturbation Bounds for Low-Rank Approximation with Applications to Privacycited by 3
- 2022Federated singular value decomposition for high dimensional datacited by 2
- 2023Learning ground states of gapped quantum Hamiltonians with Kernel Methodscited by 2
- 2024Spectral Guarantees for Adversarial Streaming PCAcited by 2
- 2024In-depth Analysis of Low-rank Matrix Factorisation in a Federated Settingcited by 2
- 2025On the Price of Differential Privacy for Spectral Clustering over Stochastic Block Modelscited by 2
- 2021Practical and Fast Momentum-Based Power Methodscited by 1
- 2022Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCAcited by 1
- 2024On Differentially Private Subspace Estimation in a Distribution-Free Settingcited by 1
- 2024Distributed Differentially Private Data Analytics via Secure Sketchingcited by 1
- 2025Decentralized Differentially Private Power Methodcited by 1
- 2026Adaptive Power Iteration Method for Differentially Private PCAcited by 1
- 2026History-aware adaptive reduced-order models via incremental singular value decompositioncited by 1
- 2026On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCAcited by 1
- 2026Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacycited by 1
- 2021AgFlow: Fast Model Selection of Penalized PCA via Implicit Regularization Effects of Gradient Flowcited by 0
- 2022Improved analysis of randomized SVD for top-eigenvector approximationcited by 0
- 2023Privacy-Preserving Matrix Factorization for Recommendation Systems using Gaussian Mechanismcited by 0
- 2023Byzantine-Resilient Federated PCA and Low Rank Column-wise Sensingcited by 0
- 2024Efficient Federated Low Rank Matrix Completioncited by 0
- 2024Investigating Privacy Leakage in Dimensionality Reduction Methods via Reconstruction Attackcited by 0
- 2025k-SVD with Gradient Descentcited by 0
- 2025Quantum EigenGame for excited state calculationcited by 0
- 2025AltGDmin: Alternating GD and Minimization for Partly-Decoupled (Federated) Optimizationcited by 0
- 2025Differentially Private and Scalable Estimation of the Network Principal Componentcited by 0
- 2025Differentially Private Spectral Graph Clustering: Balancing Privacy, Accuracy, and Efficiencycited by 0
50 most cited of 58 All 58 (JSON)
- 2026Gap-free Differentially Private PCA for Gaussian Data25 Sep 2026
- 2026Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacy22 Sep 2026
- 2026Incremental Aggregation on the Grassmannian for Asynchronous Eigenspace Computation5 Aug 2026
- 2026Privacy-preserving federated tensor decomposition of single-cell immune data: recovering multicellular programs across institutions22 Jun 2026
- 2026On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCA20 Jun 2026
- 2026Enhancing Differentially Private Mechanisms via Empirical Bayes19 Jun 2026
- 2026History-aware adaptive reduced-order models via incremental singular value decomposition27 May 2026
- 2026Accelerating Power Method with Fast Sketching for Stronger Low-Rank Approximation10 May 2026
- 2026Adaptive Power Iteration Method for Differentially Private PCA12 Feb 2026
- 2026Improved Analysis of the Accelerated Noisy Power Method with Applications to Decentralized PCA3 Feb 2026
- 2025Beyond Centralization: Provable Communication Efficient Decentralized Multi-Task Learning27 Dec 2025
- 2025Differentially Private Nonparametric Confidence Intervals Under Minimal Distributional Assumptions3 Nov 2025
38 more
- 2025Spectral Perturbation Bounds for Low-Rank Approximation with Applications to Privacy29 Oct 2025
- 2025Low-Precision Streaming PCA25 Oct 2025
- 2025Differentially Private Spectral Graph Clustering: Balancing Privacy, Accuracy, and Efficiency8 Oct 2025
- 2025An Iterative Algorithm for Differentially Private k-PCA with Adaptive Noise14 Aug 2025
- 2025Decentralized Differentially Private Power Method30 Jul 2025
- 2025On the Price of Differential Privacy for Spectral Clustering over Stochastic Block Models9 May 2025
- 2025Differentially Private and Scalable Estimation of the Network Principal Component6 May 2025
- 2025AltGDmin: Alternating GD and Minimization for Partly-Decoupled (Federated) Optimization20 Apr 2025
- 2025Quantum EigenGame for excited state calculation17 Mar 2025
- 2025k-SVD with Gradient Descent1 Feb 2025
- 2024Distributed Differentially Private Data Analytics via Secure Sketching30 Nov 2024
- 2024Differentially private and decentralized randomized power method4 Nov 2024
- 2024In-depth Analysis of Low-rank Matrix Factorisation in a Federated Setting13 Sep 2024
- 2024Investigating Privacy Leakage in Dimensionality Reduction Methods via Reconstruction Attack30 Aug 2024
- 2024Spectral Guarantees for Adversarial Streaming PCA19 Aug 2024
- 2024Efficient Federated Low Rank Matrix Completion10 May 2024
- 2024Black-Box k-to-1-PCA Reductions: Theory and Applications6 Mar 2024
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits17 Feb 2024
- 2024On Differentially Private Subspace Estimation in a Distribution-Free Setting9 Feb 2024
- 2023Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpoint28 Oct 2023
- 2023Byzantine-Resilient Federated PCA and Low Rank Column-wise Sensing25 Sep 2023
- 2023Share Your Representation Only: Guaranteed Improvement of the Privacy-Utility Tradeoff in Federated Learning11 Sep 2023
- 2023PLAN: Variance-Aware Private Mean Estimation14 Jun 2023
- 2023Differentially Private Low-dimensional Synthetic Data from High-dimensional Datasets26 May 2023
- 2023Privacy-Preserving Matrix Factorization for Recommendation Systems using Gaussian Mechanism11 Apr 2023
- 2023Learning ground states of gapped quantum Hamiltonians with Kernel Methods15 Mar 2023
- 2023Streaming Kernel PCA Algorithm With Small Space8 Mar 2023
- 2022Statistical and Computational Trade-offs in Variational Inference: A Case Study in Inferential Model Selection22 Jul 2022
- 2022DP-PCA: Statistically Optimal and Differentially Private PCA27 May 2022
- 2022Federated singular value decomposition for high dimensional data24 May 2022
- 2022Stochastic and Private Nonconvex Outlier-Robust PCA17 Mar 2022
- 2022Improved analysis of randomized SVD for top-eigenvector approximation16 Feb 2022
- 2022Fast algorithm for overcomplete order-3 tensor decomposition14 Feb 2022
- 2022Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCA9 Feb 2022
- 2021On the Second-order Convergence Properties of Random Search Methods25 Oct 2021
- 2021AgFlow: Fast Model Selection of Penalized PCA via Implicit Regularization Effects of Gradient Flow7 Oct 2021
- 2021Practical and Fast Momentum-Based Power Methods20 Aug 2021
- 2021Private Alternating Least Squares: Practical Private Matrix Completion with Tighter Rates20 Jul 2021
50 newest of 58 All 58 (JSON)
- 2022DP-PCA: Statistically Optimal and Differentially Private PCAcited by 24
- 2021Streaming k-PCA: Efficient guarantees for Oja's algorithm, beyond rank-one updatescited by 21
- 2021DeEPCA: Decentralized Exact PCA with Linear Convergence Ratecited by 18
- 2021Privately Learning Subspacescited by 16
- 2021Optimal Gradient-based Algorithms for Non-concave Bandit Optimizationcited by 15
- 2023Share Your Representation Only: Guaranteed Improvement of the Privacy-Utility Tradeoff in Federated Learningcited by 13
- 2021On the Optimality of the Oja's Algorithm for Online PCAcited by 11
- 2021Bootstrapping the error of Oja's algorithmcited by 11
- 2021Private Alternating Least Squares: Practical Private Matrix Completion with Tighter Ratescited by 10
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Banditscited by 9
- 2021Faster Kernel Matrix Algebra via Density Estimationcited by 7
- 2022Statistical and Computational Trade-offs in Variational Inference: A Case Study in Inferential Model Selectioncited by 7
12 most cited of 58 All 58 (JSON)
- 2026Gap-free Differentially Private PCA for Gaussian Data25 Sep 2026
- 2026Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacy22 Sep 2026
- 2026Incremental Aggregation on the Grassmannian for Asynchronous Eigenspace Computation5 Aug 2026
- 2026Privacy-preserving federated tensor decomposition of single-cell immune data: recovering multicellular programs across institutions22 Jun 2026
- 2026On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCA20 Jun 2026
- 2026Enhancing Differentially Private Mechanisms via Empirical Bayes19 Jun 2026
- 2026History-aware adaptive reduced-order models via incremental singular value decomposition27 May 2026
- 2026Accelerating Power Method with Fast Sketching for Stronger Low-Rank Approximation10 May 2026
- 2026Adaptive Power Iteration Method for Differentially Private PCA12 Feb 2026
- 2026Improved Analysis of the Accelerated Noisy Power Method with Applications to Decentralized PCA3 Feb 2026
- 2025Beyond Centralization: Provable Communication Efficient Decentralized Multi-Task Learning27 Dec 2025
- 2025Differentially Private Nonparametric Confidence Intervals Under Minimal Distributional Assumptions3 Nov 2025
12 newest of 58 All 58 (JSON)