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Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

In multiple-input multiple-output communications, channel estimation is paramount to keep base stations and users on track. This paper proposes a novel PCA-based-principal component analysis-channel estimation approach for MIMO orthogonal…

Information Theory · Computer Science 2023-10-23 Jonathan Aguiar Soares , Kayol Soares Mayer , Pedro Benevenuto Valadares , Dalton Soares Arantes

In the independent component model, the multivariate data is assumed to be a mixture of mutually independent latent components, and in independent component analysis (ICA) the aim is to estimate these latent components. In this paper we…

Statistics Theory · Mathematics 2020-06-23 Jari Miettinen , Markus Matilainen , Klaus Nordhausen , Sara Taskinen

Learning a good distance metric in feature space potentially improves the performance of the KNN classifier and is useful in many real-world applications. Many metric learning algorithms are however based on the point estimation of a…

Computer Vision and Pattern Recognition · Computer Science 2016-04-11 Dong Wang , Xiaoyang Tan

Estimating the direction of arrival (DOA) of sources is an important problem in aerospace and vehicular communication, localization and radar. In this paper, we consider a challenging multi-source DOA estimation task, where the receiving…

Signal Processing · Electrical Eng. & Systems 2022-02-17 Tom Tirer , Oded Bialer

One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results…

Methodology · Statistics 2019-12-10 Samruddhi Deshmukh , Amartansh Dubey

A convolution neural network (CNN) based classification method for broadband DOA estimation is proposed, where the phase component of the short-time Fourier transform coefficients of the received microphone signals are directly fed into the…

Sound · Computer Science 2019-12-18 Soumitro Chakrabarty , Emanuël. A. P. Habets

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…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

This letter proposes a multiple parametric dictionary learning algorithm for direction of arrival (DOA) estimation in presence of array gain-phase error and mutual coupling. It jointly solves both the DOA estimation and array imperfection…

Machine Learning · Computer Science 2017-07-25 H. Ghanbari , H. Zayyani , E. Yazdian

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

Computation · Statistics 2021-07-27 D. Luengo , L. Martino , M. Bugallo , V. Elvira , S. Särkkä

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Deep learning and especially the use of Deep Neural Networks (DNNs) provides impressive results in various regression and classification tasks. However, to achieve these results, there is a high demand for computing and storing resources.…

Machine Learning · Computer Science 2021-07-21 Erion-Vasilis Pikoulis , Christos Mavrokefalidis , Aris S. Lalos

A new array signal reconstruction and signal-channel DOA estimation method based on TMLA by nonuniform period modulation are proposed. By using non-uniform period modulation, the harmonic component produced by different elements could be…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Kebin Liu , Lening Zhang , Qingkui Zhan , Chong He

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

In this paper, we propose a new paradigm to learn audio features for Music Structure Analysis (MSA). We train a deep encoder to learn features such that the Self-Similarity-Matrix (SSM) resulting from those approximates a ground-truth SSM.…

Sound · Computer Science 2022-11-16 Geoffroy Peeters , Florian Angulo

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth