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Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

The detection problem in statistical signal processing can be succinctly formulated: Given m (possibly) signal bearing, n-dimensional signal-plus-noise snapshot vectors (samples) and N statistically independent n-dimensional noise-only…

Information Theory · Computer Science 2009-02-26 N. Raj Rao , Jack W. Silverstein

Here we consider the problem of denoising features associated to complex data, modeled as signals on a graph, via a smoothness prior. This is motivated in part by settings such as single-cell RNA where the data is very high-dimensional, but…

Machine Learning · Computer Science 2023-12-12 Sam Leone , Xingzhi Sun , Michael Perlmutter , Smita Krishnaswamy

The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…

Numerical Analysis · Computer Science 2019-03-05 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Machine Learning · Statistics 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of…

Information Theory · Computer Science 2014-02-05 Rina Foygel , Lester Mackey

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

Networking and Internet Architecture · Computer Science 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso ($\ell_1$) sparsity penalty with a quadratic penalty…

Methodology · Statistics 2018-10-25 J. Kenneth Tay , Jerome Friedman , Robert Tibshirani

The success of ptychographic imaging experiments strongly depends on achieving high signal-to-noise ratio. This is particularly important in nanoscale imaging experiments when diffraction signals are very weak and the experiments are…

Image and Video Processing · Electrical Eng. & Systems 2019-06-10 Huibin Chang , Pablo Enfedaque , Jie Zhang , Juliane Reinhardt , Bjoern Enders , Young-Sang Yu , David Shapiro , Christian G. Schroer , Tieyong Zeng , Stefano Marchesini

This article describes a fast iterative algorithm for image denoising and deconvolution with signal-dependent observation noise. We use an optimization strategy based on variable splitting that adapts traditional Gaussian noise-based…

Computer Vision and Pattern Recognition · Computer Science 2012-04-16 Ayan Chakrabarti , Todd Zickler

One of the major problems in modeling natural signals is that signals with very similar structure may locally have completely different measurements, e.g., images taken under different illumination conditions, or the speech signal captured…

Computer Vision and Pattern Recognition · Computer Science 2012-07-19 Nebojsa Jojic , Yaron Caspi , Manuel Reyes-Gomez

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…

Information Theory · Computer Science 2013-04-04 Jean Barbier , Florent Krzakala , Marc Mézard , Lenka Zdeborová

In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Rapid development of sparse sampling methodology offers dramatic increase in power and efficiency of magnetic resonance techniques in medicine, chemistry, molecular structural biology, and other fields. We suggest to use available yet…

Chemical Physics · Physics 2014-01-28 Maxim Mayzel , Krzysztof Kazimierczuk , Vladislav Yu. Orekhov

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning,…

Machine Learning · Statistics 2017-07-27 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou