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In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

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 (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

Model merging aims to integrate the strengths of multiple fine-tuned models into a unified model while preserving task-specific capabilities. Existing methods, represented by task arithmetic, are typically classified into global- and…

Machine Learning · Computer Science 2025-06-17 Kunda Yan , Min Zhang , Sen Cui , Zikun Qu , Bo Jiang , Feng Liu , Changshui Zhang

Mahalanobis distance between treatment group and control group covariate means is often adopted as a balance criterion when implementing a rerandomization strategy. However, this criterion may not work well for high-dimensional cases…

Methodology · Statistics 2021-02-25 Hengtao Zhang , Guosheng Yin , Donald B. Rubin

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

Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…

Computation · Statistics 2016-10-12 Mathias Drton , Christopher Fox , Y. Samuel Wang

Robust parameter estimation in computer vision is frequently accomplished by solving the maximum consensus (MaxCon) problem. Widely used randomized methods for MaxCon, however, can only produce {random} approximate solutions, while global…

Computer Vision and Pattern Recognition · Computer Science 2018-03-26 Pulak Purkait , Christopher Zach , Anders Eriksson

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

Consensus maximization is one of the most widely used robust fitting paradigms in computer vision, and the development of algorithms for consensus maximization is an active research topic. In this paper, we propose an efficient…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Zhipeng Cai , Tat-Jun Chin , Huu Le , David Suter

This paper proposes the matrix-weighted consensus algorithm, which is a generalization of the consensus algorithm in the literature. Given a networked dynamical system where the interconnections between agents are weighted by nonnegative…

Optimization and Control · Mathematics 2018-01-09 Minh Hoang Trinh , Hyo-Sung Ahn

Regularized generalized canonical correlation analysis (RGCCA) is a generalization of regularized canonical correlation analysis to three or more sets of variables, which is a component-based approach aiming to study the relationships…

Statistics Theory · Mathematics 2025-03-21 Kuo-Yue Li , Qi-Ye Zhang , Yong-Han Sun

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

The heteroscedastic probabilistic principal component analysis (PCA) technique, a variant of the classic PCA that considers data heterogeneity, is receiving more and more attention in the data science and signal processing communities. In…

Optimization and Control · Mathematics 2023-12-07 Jinxin Wang , Chonghe Jiang , Huikang Liu , Anthony Man-Cho So

In this paper, we develop a consensus algorithm for distributed computation of the Riemannian center of mass (RCM) on Lie Groups. The algorithm is built upon a distributed optimization reformulation that allows developing an intrinsic,…

Optimization and Control · Mathematics 2023-08-28 Spencer Kraisler , Shahriar Talebi , Mehran Mesbahi

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

Methodology · Statistics 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

For a wide variety of regularization methods, algorithms computing the entire solution path have been developed recently. Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but…

Machine Learning · Computer Science 2009-03-30 Bernd Gärtner , Joachim Giesen , Martin Jaggi , Torsten Welsch

To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

Optimization and Control · Mathematics 2022-10-27 Taoli Zheng , Peng Wang , Anthony Man-Cho So