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Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

We present an efficient and accurate algorithm for principal component analysis (PCA) of a large set of two dimensional images, and, for each image, the set of its uniform rotations in the plane and its reflection. The algorithm starts by…

Computer Vision and Pattern Recognition · Computer Science 2014-02-17 Zhizhen Zhao , Amit Singer

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a…

Optimization and Control · Mathematics 2021-10-28 Foivos Alimisis , Peter Davies , Bart Vandereycken , Dan Alistarh

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing

Many modern datasets can be represented as graphs and hence spectral decompositions such as graph principal component analysis (PCA) can be useful. Distinct from previous graph decomposition approaches based on subspace projection of a…

Social and Information Networks · Computer Science 2016-03-11 Pin-Yu Chen , Sutanay Choudhury , Alfred O. Hero

The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. The application of PCA in a financial setting is associated with several technical difficulties, such as numerical…

Statistical Finance · Quantitative Finance 2021-08-31 Paul Bilokon , David Finkelstein

Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…

Methodology · Statistics 2025-07-01 ZeYu Li , Xinsheng Zhang , Wang Zhou

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…

Astrophysics · Physics 2007-05-23 Paul J. Francis , Beverley J. Wills

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

Biomolecules · Quantitative Biology 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

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 widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of…

Artificial Intelligence · Computer Science 2008-10-08 Ronny Luss , Alexandre d'Aspremont

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang