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Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…

Statistics Theory · Mathematics 2017-10-30 Raphael Hauser , Raul Kangro , Jüri Lember , Heinrich Matzinger

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Dimension reduction for high-dimensional compositional data plays an important role in many fields, where the principal component analysis of the basis covariance matrix is of scientific interest. In practice, however, the basis variables…

Methodology · Statistics 2021-09-13 Jingru Zhang , Wei Lin

The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…

Statistics Theory · Mathematics 2023-02-15 Haoyu Wang

Atmospheric ozone is a crucial absorber of solar radiation and an important greenhouse gas. However, most climate models participating in the Coupled Model Intercomparison Project (CMIP) still lack an interactive representation of ozone due…

Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…

Machine Learning · Statistics 2015-05-12 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

We study sparse principal component analysis for high dimensional vector autoregressive time series under a doubly asymptotic framework, which allows the dimension $d$ to scale with the series length $T$. We treat the transition matrix of…

Machine Learning · Statistics 2013-07-02 Zhaoran Wang , Fang Han , Han Liu

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

The paper presents the application of the multi-layer perceptron regressor model for predicting the parameters of positron annihilation lifetime spectra using the example of alkanes in the solid phase. A good agreement of calculation…

Atomic Physics · Physics 2023-09-20 M. Pietrow , A. Miaskowski

In this paper, we address strongly convex programming for princi- pal component pursuit with reduced linear measurements, which decomposes a superposition of a low-rank matrix and a sparse matrix from a small set of linear measurements. We…

Information Theory · Computer Science 2012-09-21 Qingshan You , Qun Wan , Yipeng Liu

We introduce a novel visual tokenization framework that embeds a provable PCA-like structure into the latent token space. While existing visual tokenizers primarily optimize for reconstruction fidelity, they often neglect the structural…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Xin Wen , Bingchen Zhao , Ismail Elezi , Jiankang Deng , Xiaojuan Qi

In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that best explain the principal components through…

Statistics Theory · Mathematics 2017-01-31 Yanina Gimenez , Guido Giussani

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert , Gabriele Steidl

The X-ray integral field unit for the Athena mission consists of a microcalorimeter transition edge sensor pixel array. Incoming photons generate pulses which are analyzed in terms of energy, in order to assemble the X-ray spectrum. Usually…

Instrumentation and Methods for Astrophysics · Physics 2016-11-23 C. P. de Vries , R. M. Schouten , J. van der Kuur , L. Gottardi , H. Akamatsu

We study systems with periodically oscillating parameters that can give way to complex periodic or non periodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal…

Chaotic Dynamics · Physics 2013-05-29 L. Hector Juarez , Holger Kantz , Oscar Martinez , Eduardo Ramos , Raul Rechtman

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

We propose a new methodology for parametric domain decomposition using iterative principal component analysis. Starting with iterative principle component analysis, the high dimension manifold is reduced to the lower dimension manifold.…

Machine Learning · Computer Science 2025-05-14 Chetra Mang , Axel TahmasebiMoradi , Mouadh Yagoubi

We consider the problem of testing the significance of features in high-dimensional settings. In particular, we test for differentially-expressed genes in a microarray experiment. We wish to identify genes that are associated with some type…

Applications · Statistics 2008-11-12 Daniela M. Witten , Robert Tibshirani

The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma
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