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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…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-01 Namrata Vaswani , Han Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-03 Namrata Vaswani , Han Guo

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.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal component analysis (PCA) is a popular method for projecting data onto uncorrelated components in lower dimension, although the optimal number of components is not specified. Likewise, multiple signal classification (MUSIC)…

Machine Learning · Computer Science 2018-09-28 Viet Hung Tran , Wenwu Wang

The gravitational-wave detector is a complex and sensitive collection of advanced instruments that are impacted not only by mechanical/electronics systems but also by the surrounding environment. Hence, it is of great importance to classify…

Instrumentation and Methods for Astrophysics · Physics 2022-09-07 Piljong Jung , Sang Hoon Oh , Young-Min Kim , Edwin J. Son , Takaaki Yokozawa , Tatsuki Washimi , John J. Oh

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing

A principal component analysis (PCA) of clean microcalorimeter pulse records can be a first step beyond statistically optimal linear filtering of pulses towards a fully non-linear analysis. For PCA to be practical on spectrometers with…

Data Analysis, Statistics and Probability · Physics 2020-01-08 J. W. Fowler , B. K. Alpert , Y. -I. Joe , G. C. O'Neil , D. S. Swetz , J. N. Ullom

State-of-the-art physics experiments require high-resolution, low-noise, and low-threshold detectors to achieve competitive scientific results. However, experimental environments invariably introduce sources of noise, such as electrical…

This paper presents realistic system-level modelling and simulation of effective noise sources in a coupled resonating MEMS sensors. A governing set of differential equations are used to build a numerical model of a mechanical noise source…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Vinayak Pachkawade

We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden…

Machine Learning · Statistics 2019-10-31 Niklas Pfister , Sebastian Weichwald , Peter Bühlmann , Bernhard Schölkopf

Characterization of quantum devices generates insights into their sources of disturbances. State-of-the-art characterization protocols often focus on incoherent noise and eliminate coherent errors when using Pauli or Clifford twirling…

Quantum Physics · Physics 2025-03-18 Noah Kaufmann , Ivan Rojkov , Florentin Reiter

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

We present a new scheme to detect the quantum shot noise in coupled mesoscopic systems. By applying the noise thermometry to the capacitively coupled quantum point contacts (QPCs) we prove that the noise temperature of one QPC is in perfect…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Masayuki Hashisaka , Yoshiaki Yamauchi , Shuji Nakamura , Shinya Kasai , Teruo Ono , Kensuke Kobayashi

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…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

The high dynamic range between contaminating foreground emission and the fluctuating 21cm brightness temperature field is one of the most problematic characteristics of 21cm intensity mapping data. While these components would ordinarily…

Cosmology and Nongalactic Astrophysics · Physics 2021-10-13 Melis O. Irfan , Philip Bull

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Commissioning studies of the CMS hadron calorimeter have identified sporadic uncharacteristic noise and a small number of malfunctioning calorimeter channels. Algorithms have been developed to identify and address these problems in the…

Instrumentation and Detectors · Physics 2012-08-27 The CMS Collaboration

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves…

Statistical Finance · Quantitative Finance 2014-08-28 Marcio Laurini , Alberto Ohashi
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