Related papers: On the Nystr\"om and Column-Sampling Methods for t…
We present a novel class of projected methods, to perform statistical analysis on a data set of probability distributions on the real line, with the 2-Wasserstein metric. We focus in particular on Principal Component Analysis (PCA) and…
In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…
Principal Component Analysis (PCA)-based techniques can separate data into different uncorrelated components and facilitate the statistical analysis as a pre-processing step. Independent Component Analysis (ICA) can separate statistically…
The idea of representation has been used in various fields of study from data analysis to political science. In this paper, we define representativeness and describe a method to isolate data points that can represent the entire data set.…
This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the…
Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…
Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…
The $k$-principal component analysis ($k$-PCA) problem is a fundamental algorithmic primitive that is widely-used in data analysis and dimensionality reduction applications. In statistical settings, the goal of $k$-PCA is to identify a top…
Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…
The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…
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)…
We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…
We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…
Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…
Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…
Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…
The research detailed in this paper scrutinizes Principal Component Analysis (PCA), a seminal method employed in statistics and machine learning for the purpose of reducing data dimensionality. Singular Value Decomposition (SVD) is often…
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…
We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…