Related papers: A General Framework For Consistency of Principal C…
Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…
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…
Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…
We present an unsupervised learning analysis of correlation hierarchies in the quarter-filled simple and extended Hubbard models by applying principal component analysis (PCA) to exact-diagonalization (ED) data on 3x4 and 4x4 cylindrical…
A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown, in the Gaussian case, that the standard PCA is equivalent…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
This paper examines in detail the geometric structure of principal component analysis (PCA) by considering in detail the distributions of both unrotated and rotated MNIST digits in the space defined by the lowest order PCA components. Since…
We study attention mechanisms through the lens of a canonical unsupervised problem: principal component analysis (PCA). We show that, when trained on Gaussian data, both softmax and linear attention layers learn parameters that align with…
Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…
We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise level of constant order, we show that an existing inverse-probability weighted…
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…
Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…
In high-dimensional principal component analysis, important inferential targets include both leading spikes and the associated principal eigenspaces. Such problems arise naturally in high-dimensional factor models, where leading principal…
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…
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…
When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…
In this paper, we consider clustering based on principal component analysis (PCA) for high-dimension, low-sample-size (HDLSS) data. We give theoretical reasons why PCA is effective for clustering HDLSS data. First, we derive a geometric…