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Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

Astrophysics · Physics 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

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) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

The principal component analysis (PCA), a mathematical tool commonly used in statistics, has recently been employed to interpret the $p_T$-dependent fluctuations of harmonic flow $v_n$ in terms of leading and subleading flow modes in heavy…

Nuclear Experiment · Physics 2020-08-26 Ziming Liu , Arabinda Behera , Huichao Song , Jiangyong Jia

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of…

Artificial Intelligence · Computer Science 2008-10-08 Ronny Luss , Alexandre d'Aspremont

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

Machine Learning · Statistics 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing

We apply principal component analysis, a method frequently used in image processing and unsupervised machine learning, to characterize particle displacements observed in the steady shear flow of amorphous solids. PCA produces a…

Disordered Systems and Neural Networks · Physics 2019-09-17 Céline Ruscher , Jörg Rottler

PURPOSE: Multi-exponential relaxometry is a powerful tool for characterizing tissue, but generally requires high image signal-to-noise ratio (SNR). This work evaluates the use of principal-component-analysis (PCA) denoising to mitigate…

Performance of nuclear threat detection systems based on gamma-ray spectrometry often strongly depends on the ability to identify the part of measured signal that can be attributed to background radiation. We have successfully applied a…

Machine Learning · Computer Science 2016-05-30 P. Tandon , P. Huggins , A. Dubrawski , S. Labov , K. Nelson

Dimensionality reduction represents a critical preprocessing step in order to increase the efficiency and the performance of many hyperspectral imaging algorithms. However, dimensionality reduction algorithms, such as the Principal…

Machine Learning · Computer Science 2024-03-28 E. Martel , R. Lazcano , J. Lopez , D. Madroñal , R. Salvador , S. Lopez , E. Juarez , R. Guerra , C. Sanz , R. Sarmiento

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

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