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Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Principal component analysis (PCA) is an indispensable tool in many learning tasks that finds the best linear representation for data. Classically, principal components of a dataset are interpreted as the directions that preserve most of…

Optimization and Control · Mathematics 2018-03-13 Raphael A. Hauser , Armin Eftekhari , Heinrich F. Matzinger

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

In this contribution, the clustering procedure based on K-Means algorithm is studied as an inverse problem, which is a special case of the illposed problems. The attempts to improve the quality of the clustering inverse problem drive to…

Numerical Analysis · Mathematics 2022-11-16 Alberto Arturo Vergani

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…

Optimization and Control · Mathematics 2013-11-19 Bo Jiang , Shiqian Ma , Shuzhong Zhang

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

We consider the problem of principal component analysis (PCA) in the presence of outliers. Given a matrix $A$ ($d \times n$) and parameters $k, m$, the goal is to remove a set of at most $m$ columns of $A$ (known as outliers), so as to…

Data Structures and Algorithms · Computer Science 2018-05-14 Aditya Bhaskara , Srivatsan Kumar

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

Machine Learning · Statistics 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

In recent work, robust Principal Components Analysis (PCA) has been posed as a problem of recovering a low-rank matrix $\mathbf{L}$ and a sparse matrix $\mathbf{S}$ from their sum, $\mathbf{M}:= \mathbf{L} + \mathbf{S}$ and a provably exact…

Information Theory · Computer Science 2023-07-19 Jinchun Zhan , Namrata Vaswani

A new framework for many multiblock component methods (including consensus and hierarchical PCA) is proposed. It is based on the consensus PCA model: a scheme connecting each block of variables to a superblock obtained by concatenation of…

Methodology · Statistics 2015-04-28 Michel Tenenhaus , Arthur Tenenhaus , Patrick J. F. Groenen

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

A central challenge in machine learning is to understand how noise or measurement errors affect low-rank approximations, particularly in the spectral norm. This question is especially important in differentially private low-rank…

Machine Learning · Computer Science 2025-10-30 Phuc Tran , Nisheeth K. Vishnoi , Van H. Vu

In many atmospheric and earth sciences, it is of interest to identify dominant spatial patterns of variation based on data observed at $p$ locations and $n$ time points with the possibility that $p>n$. While principal component analysis…

Methodology · Statistics 2016-02-29 Wen-Ting Wang , Hsin-Cheng Huang

Principal Component Analysis (PCA) is a powerful tool in statistics and machine learning. While existing study of PCA focuses on the recovery of principal components and their associated eigenvalues, there are few precise characterizations…

Statistics Theory · Mathematics 2022-04-12 Emmanuel Abbe , Jianqing Fan , Kaizheng Wang

This paper investigates the intrinsic group structures within the framework of large-dimensional approximate factor models, which portrays homogeneous effects of the common factors on the individuals that fall into the same group. To this…

Methodology · Statistics 2025-03-18 Yong He , Dong Liu , Guangming Pan , Yiming Wang

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
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