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We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…

Machine Learning · Computer Science 2025-02-27 Fangshuo Liao , Wenyi Su , Anastasios Kyrillidis

We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

Numerical Analysis · Mathematics 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

There are a multitude of methods to perform multi-set correlated component analysis (MCCA), including some that require iterative solutions. The methods differ on the criterion they optimize and the constraints placed on the solutions. This…

Machine Learning · Statistics 2018-02-13 Lucas C Parra

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from…

Machine Learning · Statistics 2025-11-25 Zineddine Tighidet , Lazhar Labiod , Mohamed Nadif

Model identification is a crucial problem in chemical industries. In recent years, there has been increasing interest in learning data-driven models utilizing partial knowledge about the system of interest. Most techniques for model…

Machine Learning · Computer Science 2020-07-09 Deepak Maurya , Sivadurgaprasad Chinta , Abhishek Sivaram , Raghunathan Rengaswamy

Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and…

Machine Learning · Computer Science 2025-10-22 Jan Quan , Johan Suykens , Panagiotis Patrinos

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Methodology · Statistics 2025-10-01 Wenhui Wu , Changchun Shang , Jianhua Zhao , Xuan Ma , Yue Wang

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…

Machine Learning · Computer Science 2023-03-09 Yichuan Deng , Zhao Song , Zifan Wang , Han Zhang

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…

Machine Learning · Statistics 2023-12-19 Xuan Ma , Jianhua Zhao , Yue Wang

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

State-of-the-art review of cellular automata, cellular automata for partial differential equations, differential equations for cellular automata and pattern formation in biology and engineering.

Cellular Automata and Lattice Gases · Physics 2010-03-11 Xin-She Yang , Y. Young