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Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…
We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…
When the dimension of data is comparable to or larger than the number of data samples, Principal Components Analysis (PCA) may exhibit problematic high-dimensional noise. In this work, we propose an Empirical Bayes PCA method that reduces…
Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…
Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…
We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise level of constant order, we show that an existing inverse-probability weighted…
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)…
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…
Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…
Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…
Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…
Principal component analysis (PCA) is a powerful method that can identify patterns in large, complex data sets by constructing low-dimensional order parameters from higher-dimensional feature vectors. There are increasing efforts to use…
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…
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…
Motivation: Although principal component analysis is frequently applied to reduce the dimensionality of matrix data, the method is sensitive to noise and bias and has difficulty with comparability and interpretation. These issues are…
Neural networks-based learning of the distribution of non-dispatchable renewable electricity generation from sources such as photovoltaics (PV) and wind as well as load demands has recently gained attention. Normalizing flow density models…
In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…
Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual…