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Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

Principal component analysis is a powerful statistical system to investigate the structure and dynamics of the molecular interstellar medium, with particular emphasis on the study of turbulence, as revealed by spectroscopic imaging of…

Astrophysics of Galaxies · Physics 2015-06-16 C. M. Brunt , M. H. Heyer

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

We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…

Machine Learning · Computer Science 2017-02-28 Dan Garber , Ohad Shamir , Nathan Srebro

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…

Statistics Theory · Mathematics 2017-10-30 Raphael Hauser , Raul Kangro , Jüri Lember , Heinrich Matzinger

We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exact limiting formulas for the estimation and prediction…

Statistics Theory · Mathematics 2025-09-18 Alden Green , Elad Romanov

Principal component analysis is a multivariate statistical method frequently used in science and engineering to reduce the dimension of a problem or extract the most significant features from a dataset. In this paper, using a similar notion…

Quantum Physics · Physics 2016-11-09 Anmer Daskin

Principal component analysis is an important dimension reduction technique in machine learning. In [S. Lloyd, M. Mohseni and P. Rebentrost, Nature Physics 10, 631-633, (2014)], a quantum algorithm to implement principal component analysis…

Quantum Physics · Physics 2019-04-09 Changpeng Shao

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Principal component analysis is a long-standing go-to method for exploring multivariate data. The principal components are linear combinations of the original variables, ordered by descending variance. The first few components typically…

Applications · Statistics 2023-01-03 Nicholas Spyrison , Dianne Cook , Kim Marriott

We propose a new method for statistical inference in generalized linear models. In the overparameterized regime, Principal Component Regression (PCR) reduces variance by projecting high-dimensional data to a low-dimensional principal…

Machine Learning · Statistics 2026-04-27 Yixuan Florence Wu , Yilun Zhu , Lei Cao , Naichen Shi

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that best explain the principal components through…

Statistics Theory · Mathematics 2017-01-31 Yanina Gimenez , Guido Giussani

Principal Moment Analysis is a method designed for dimension reduction, analysis and visualization of high dimensional multivariate data. It generalizes Principal Component Analysis and allows for significant statistical modeling…

Statistics Theory · Mathematics 2020-03-10 Magnus Fontes , Rasmus Henningsson

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

A promising technique for the spectral design of acoustic metamaterials is based on the formulation of suitable constrained nonlinear optimization problems. Unfortunately, the straightforward application of classical gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2021-12-08 Giorgio Gnecco , Andrea Bacigalupo , Francesca Fantoni , Daniela Selvi