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Finding informative low-dimensional representations that can be computed efficiently in large datasets is an important problem in data analysis. Recently, contrastive Principal Component Analysis (cPCA) was proposed as a more informative…

Machine Learning · Statistics 2022-11-16 Siavash Golkar , David Lipshutz , Tiberiu Tesileanu , Dmitri B. Chklovskii

Factor analysis and principal component analysis (PCA) are used in many application areas. The first step, choosing the number of components, remains a serious challenge. Our work proposes improved methods for this important problem. One of…

Methodology · Statistics 2019-09-17 Edgar Dobriban , Art B. Owen

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

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…

Machine Learning · Computer Science 2019-07-02 Ami Tavory

Differentially Private algorithms often need to select the best amongst many candidate options. Classical works on this selection problem require that the candidates' goodness, measured as a real-valued score function, does not change by…

Data Structures and Algorithms · Computer Science 2018-11-21 Jingcheng Liu , Kunal Talwar

Differentially private synthetic data generation offers a recent solution to release analytically useful data while preserving the privacy of individuals in the data. In order to utilize these algorithms for public policy decisions,…

Applications · Statistics 2020-10-13 Claire McKay Bowen , Joshua Snoke

Concern about how to aggregate sensitive user data without compromising individual privacy is a major barrier to greater availability of data. The model of differential privacy has emerged as an accepted model to release sensitive…

Databases · Computer Science 2017-10-03 Graham Cormode , Tejas Kulkarni , Divesh Srivastava

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

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

The purpose of this paper is to develop a mathematical analysis theory to solve differential privacy problems. The heart of our approaches is to use analytic tools to characterize the correlations among the outputs of different datasets,…

Cryptography and Security · Computer Science 2018-01-30 Genqiang Wu , Xianyao Xia , Yeping He

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

Statistics Theory · Mathematics 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

Differential privacy is a recent notion of privacy for statistical databases that provides rigorous, meaningful confidentiality guarantees, even in the presence of an attacker with access to arbitrary side information. We show that for a…

Cryptography and Security · Computer Science 2008-09-30 Adam Smith

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

The $k$-principal component analysis ($k$-PCA) problem is a fundamental algorithmic primitive that is widely-used in data analysis and dimensionality reduction applications. In statistical settings, the goal of $k$-PCA is to identify a top…

Numerical Analysis · Mathematics 2024-06-12 Arun Jambulapati , Syamantak Kumar , Jerry Li , Shourya Pandey , Ankit Pensia , Kevin Tian

In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…

Machine Learning · Statistics 2015-11-13 Hervé Cardot , David Degras

Differential privacy is a strong mathematical notion of privacy. Still, a prominent challenge when using differential privacy in real data collection is understanding and counteracting the accuracy loss that differential privacy imposes. As…

Cryptography and Security · Computer Science 2021-08-24 Boel Nelson

Multiway data are becoming more and more common. While there are many approaches to extending principal component analysis (PCA) from usual data matrices to multiway arrays, their conceptual differences from the usual PCA, and the…

Methodology · Statistics 2023-02-15 Jialin Ouyang , Ming Yuan

Principal component analysis (PCA) is a fundamental tool in multivariate statistics, yet its sensitivity to outliers and limitations in distributed environments restrict its effectiveness in modern large-scale applications. To address these…

Methodology · Statistics 2025-10-16 Hung Hung , Zhi-Yu Jou , Su-Yun Huang , Shinto Eguchi

Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu , Yin Zhang