English
Related papers

Related papers: Regularized Principal Component Analysis for Spati…

200 papers

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

Machine Learning · Statistics 2019-05-20 Davoud Ataee Tarzanagh , Mohamad Kazem Shirani Faradonbeh , George Michailidis

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

Machine Learning · Statistics 2019-04-30 Krishna Balasubramanian , Elynn Y. Chen , Jianqing Fan , Xiang Wu

Spectral methods are popular in detecting global structures in the given data that can be represented as a matrix. However when the data matrix is sparse or noisy, classic spectral methods usually fail to work, due to localization of…

Machine Learning · Statistics 2016-09-12 Pan Zhang

Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…

Machine Learning · Statistics 2024-10-02 Zhi-Yu Jou , Su-Yun Huang , Hung Hung , Shinto Eguchi

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

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

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

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

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…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local…

Data Analysis, Statistics and Probability · Physics 2013-12-09 Daniel N. Kaslovsky , Francois G. Meyer

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

Principal skewness analysis (PSA) has been introduced for feature extraction in hyperspectral imagery. As a third-order generalization of principal component analysis (PCA), its solution of searching for the locally maximum skewness…

Computer Vision and Pattern Recognition · Computer Science 2020-07-15 Xiurui Geng , Lei Wang