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This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

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

Background: Independent Component Analysis (ICA) is a widespread tool for exploration and denoising of electroencephalography (EEG) or magnetoencephalography (MEG) signals. In its most common formulation, ICA assumes that the signal matrix…

Signal Processing · Electrical Eng. & Systems 2020-08-25 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Noisy labels are inevitable, even in well-annotated datasets. The detection of noisy labels is of significant importance to enhance the robustness of speaker recognition models. In this paper, we propose a novel noisy label detection…

Audio and Speech Processing · Electrical Eng. & Systems 2024-06-21 Yao Shen , Yingying Gao , Yaqian Hao , Chenguang Hu , Fulin Zhang , Junlan Feng , Shilei Zhang

A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

We present a data analysis pipeline for CMB polarization experiments, running from multi-frequency maps to the power spectra. We focus mainly on component separation and, for the first time, we work out the covariance matrix accounting for…

Cosmology and Nongalactic Astrophysics · Physics 2010-06-14 S. Ricciardi , A. Bonaldi , P. Natoli , G. Polenta , C. Baccigalupi , E. Salerno , K. Kayabol , L. Bedini , G. De Zotti

This work obtains novel finite sample guarantees for Principal Component Analysis (PCA). These hold even when the corrupting noise is non-isotropic, and a part (or all of it) is data-dependent. Because of the latter, in general, the noise…

Machine Learning · Statistics 2017-09-20 Namrata Vaswani , Praneeth Narayanamurthy

Cellular Automata are discrete dynamical systems that evolve following simple and local rules. Despite of its local simplicity, knowledge discovery in CA is a NP problem. This is the main motivation for using data mining techniques for CA…

Discrete Mathematics · Computer Science 2007-05-23 Gilson A. Giraldi , Antonio A. F. Oliveira , Leonardo Carvalho

Quantum coherence is a central ingredient in quantum physics with several theoretical and technological ramifications. In this work we consider a figure of merit encoding the information on how the coherence generated on average by a…

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui

We study the noise properties and efficiency of a mesoscopic resonant-level conductor which is used as a quantum detector, in the regime where transport through the level is only partially phase coherent. We contrast models in which…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. A. Clerk , A. D. Stone

Access to quantum computing is steadily increasing each year as the speed advantage of quantum computers solidifies with the growing number of usable qubits. However, the inherent noise encountered when running these systems can lead to…

Quantum Physics · Physics 2024-09-24 Jon Gardeazabal-Gutierrez , Erik B. Terres-Escudero , Pablo García Bringas

In this paper, we develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the noise variance, which is an important and unresolved issue when the number of…

Statistics Theory · Mathematics 2014-06-23 Damien Passemier , Zhaoyuan Li , Jian-Feng Yao

Quantum computing hardware is affected by quantum noise that undermine the quality of results of an executed quantum program. Amongst other quantum noises, coherent error that caused by parameter drifting and miscalibration, remains…

Hardware Architecture · Computer Science 2024-10-15 Xiangyu Ren , Junjie Wan , Zhiding Liang , Antonio Barbalace

Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li

A major goal of developing high-precision control of many-body quantum systems is to realise their potential as quantum computers. Probably the most significant obstacle in this direction is the problem of "decoherence": the extreme…