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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.…

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few…

We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

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…

Motivated by applications in unmanned aerial based ground penetrating radar for detecting buried landmines, we consider the problem of imaging small point like scatterers situated in a lossy medium below a random rough surface. Both the…

Model-independent analysis (MIA) methods are generally useful for analysing complex systems in which relationships between the observables are non-trivial and noise is present. Principle Component Analysis (PCA) is one of MIA methods…

This article is written to serve as an introduction and survey of imaging with synthetic aperture radar (SAR). The reader will benefit from having some familiarity with harmonic analysis, electromagnetic radiation, and inverse problems.…

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Synthetic aperture radar (SAR) images are affected by a spatially-correlated and signal-dependent noise called speckle, which is very severe and may hinder image exploitation. Despeckling is an important task that aims at removing such…

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…

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

The segmentation of animals from camera-trap images is a difficult task. To illustrate, there are various challenges due to environmental conditions and hardware limitation in these images. We proposed a multi-layer robust principal…

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Principal component analysis (PCA) is arguably the most widely used dimension-reduction method for vector-type data. When applied to a sample of images, PCA requires vectorization of the image data, which in turn entails solving an…