Related papers: The Noisy Power Method: A Meta Algorithm with Appl…
The power method is a classical algorithm with broad applications in machine learning tasks, including streaming PCA, spectral clustering, and low-rank matrix approximation. The distilled purpose of the vanilla power method is to determine…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…
Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…
To discover intrinsic inter-class transition probabilities underlying data, learning with noise transition has become an important approach for robust deep learning on corrupted labels. Prior methods attempt to achieve such transition…
In this paper, we propose a cone projected power iteration algorithm to recover the first principal eigenvector from a noisy positive semidefinite matrix. When the true principal eigenvector is assumed to belong to a convex cone, the…
Quantum computing testbeds exhibit high-fidelity quantum control over small collections of qubits, enabling performance of precise, repeatable operations followed by measurements. Currently, these noisy intermediate-scale devices can…
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.…
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…
Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding critical points of a quadratic function…
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…
We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…
Appropriate preprocessing is a fundamental prerequisite for analyzing a noisy dataset. The purpose of this paper is to apply a nonparametric preprocessing method, called Singular Spectrum Analysis (SSA), to a variety of datasets which are…
Principal component analysis (PCA) is one of the most fundamental tools in machine learning with broad use as a dimensionality reduction and denoising tool. In the later setting, while PCA is known to be effective at subspace recovery and…
Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…
Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…
We consider the Principal Component Analysis problem for large tensors of arbitrary order $k$ under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to…
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…
We study two aspects of noisy computations during inference. The first aspect is how to mitigate their side effects for naturally trained deep learning systems. One of the motivations for looking into this problem is to reduce the high…
Spectral methods have been the mainstay in several domains such as machine learning and scientific computing. They involve finding a certain kind of spectral decomposition to obtain basis functions that can capture important structures for…