Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences, PCR amplification bias, limited sequencing depth, and low capture efficiency, making it challenging to adapt computational pipelines to heterogeneous datasets or evolving technologies. As a result, most studies still rely on principal component analysis (PCA) for dimensionality reduction, valued for its interpretability and robustness. Here, we improve upon PCA with a Random Matrix Theory (RMT)-based approach that guides the inference of sparse principal components using existing sparse PCA algorithms. We first introduce a novel biwhitening method, inspired by the Sinkhorn-Knopp algorithm, that simultaneously stabilizes variance across genes and cells. This enables the use of an RMT-based criterion to automatically select the sparsity level, rendering sparse PCA nearly parameter-free. Our mathematically grounded approach retains the interpretability of PCA while enabling robust, hands-off inference of sparse principal components. Across seven single-cell RNA-seq technologies and four sparse PCA algorithms, we show that this method systematically improves the reconstruction of the principal subspace and consistently outperforms PCA-, autoencoder-, and diffusion-based methods in cell-type classification tasks.

We introduce a new family of algorithms for detecting and estimating a rank-one signal from a noisy observation under prior information about that signal's direction, focusing on examples where the signal is known to have entries biased to be positive. Given a matrix observation $\mathbf{Y}$, our algorithms construct a nonlinear Laplacian, another matrix of the form $\mathbf{Y} + \mathrm{diag}(σ(\mathbf{Y}\mathbf{1}))$ for a nonlinear $σ: \mathbb{R} \to \mathbb{R}$, and examine the top eigenvalue and eigenvector of this matrix. When $\mathbf{Y}$ is the (suitably normalized) adjacency matrix of a graph, our approach gives a class of algorithms that search for unusually dense subgraphs by computing a spectrum of the graph "deformed" by the degree profile $\mathbf{Y}\mathbf{1}$. We study the performance of such algorithms compared to direct spectral algorithms (the case $σ= 0$) on models of sparse principal component analysis with biased signals, including the Gaussian planted submatrix problem. For such models, we rigorously characterize the critical threshold strength of rank-one signal, as a function of the nonlinearity $σ$, at which an outlier eigenvalue appears in the spectrum of a nonlinear Laplacian. While identifying the $σ$ that minimizes this critical signal strength in closed form seems intractable, we explore three approaches to design $σ$ numerically: exhaustively searching over simple classes of $σ$, learning $σ$ from datasets of problem instances, and tuning $σ$ using black-box optimization of the critical signal strength. We find both theoretically and empirically that, if $σ$ is chosen appropriately, then nonlinear Laplacian spectral algorithms substantially outperform direct spectral algorithms, while avoiding the complexity of broader classes of algorithms like approximate message passing or general first order methods.

To understand the dynamics of optimization in deep neural networks, we develop a tool to study the evolution of the entire Hessian spectrum throughout the optimization process. Using this, we study a number of hypotheses concerning smoothness, curvature, and sharpness in the deep learning literature. We then thoroughly analyze a crucial structural feature of the spectra: in non-batch normalized networks, we observe the rapid appearance of large isolated eigenvalues in the spectrum, along with a surprising concentration of the gradient in the corresponding eigenspaces. In batch normalized networks, these two effects are almost absent. We characterize these effects, and explain how they affect optimization speed through both theory and experiments. As part of this work, we adapt advanced tools from numerical linear algebra that allow scalable and accurate estimation of the entire Hessian spectrum of ImageNet-scale neural networks; this technique may be of independent interest in other applications.