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This work studies estimation of sparse principal components in high dimensions. Specifically, we consider a class of estimators based on kernel PCA, generalizing the covariance thresholding algorithm proposed by Krauthgamer et al. (2015).…

Statistics Theory · Mathematics 2025-04-10 Michael J. Feldman , Theodor Misiakiewicz , Elad Romanov

This paper narrows the gap between previous literature on quantum linear algebra and practical data analysis on a quantum computer, formalizing quantum procedures that speed-up the solution of eigenproblems for data representations in…

Quantum Physics · Physics 2022-08-09 Armando Bellante , Alessandro Luongo , Stefano Zanero

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

We consider estimation under scenarios where the signals of interest exhibit change of characteristics over time. In particular, we consider the continual learning problem where different tasks, e.g., data with different distributions,…

Machine Learning · Computer Science 2023-12-05 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

We consider learning the principal subspace of a large set of vectors from an extremely small number of compressive measurements of each vector. Our theoretical results show that even a constant number of measurements per column suffices to…

Machine Learning · Statistics 2016-12-13 Akshay Krishnamurthy , Martin Azizyan , Aarti Singh

Koopman analysis of a general dynamics system provides a linear Koopman operator and an embedded eigenfunction space, enabling the application of standard techniques from linear analysis. However, in practice, deriving exact operators and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Alexander Estornell , Leonard Jung , Alenna Spiro , Mario Sznaier , Michael Everett

Recent observations have advanced our understanding of the neural network optimization landscape, revealing the existence of (1) paths of high accuracy containing diverse solutions and (2) wider minima offering improved performance.…

Machine Learning · Computer Science 2021-09-14 Mitchell Wortsman , Maxwell Horton , Carlos Guestrin , Ali Farhadi , Mohammad Rastegari

Subspace methods like canonical variate analysis (CVA) are regression based methods for the estimation of linear dynamic state space models. They have been shown to deliver accurate (consistent and asymptotically equivalent to quasi maximum…

Methodology · Statistics 2025-02-17 Dietmar Bauer

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Machine Learning · Computer Science 2025-02-25 Elena M. De-Diego , Adrián Perez-Suay , Paula Gordaliza , Jean-Michel Loubes

For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a limited amount of memory and computational resources in a…

Machine Learning · Statistics 2018-06-13 Laura Balzano , Yuejie Chi , Yue M. Lu

Recently there has been many works on adaptive subspace filtering in the signal processing literature. Most of them are concerned with tracking the signal subspace spanned by the eigenvectors corresponding to the eigenvalues of the…

Neural and Evolutionary Computing · Computer Science 2014-02-11 Rashid Ahmed , John A. Avaritsiotis

In the present paper we investigate methods related to both the Singular Spectrum Analysis (SSA) and subspace-based methods in signal processing. We describe common and specific features of these methods and consider different kinds of…

Methodology · Statistics 2011-07-21 Nina Golyandina

PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use as an anomaly detection technique. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by…

Machine Learning · Computer Science 2017-08-01 Raghavendra Chalapathy , Aditya Krishna Menon , Sanjay Chawla

We study the spectrum reconstruction technique. As is known to all, eigenvalues play an important role in many research fields and are foundation to many practical techniques such like PCA(Principal Component Analysis). We believe that…

Probability · Mathematics 2020-06-02 Zhibo Dai , Heinrich Matzinger , Ionel Popescu

In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…

Statistics Theory · Mathematics 2019-07-30 Yariv Aizenbud , Barak Sober

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

This study applied representation learning algorithms to satellite images and evaluated the learned latent spaces with classifications of various weather events. The algorithms investigated include the classical linear transformation, i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-11 Ting-Shuo Yo , Shih-Hao Su , Chien-Ming Wu , Wei-Ting Chen , Jung-Lien Chu , Chiao-Wei Chang , Hung-Chi Kuo
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