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Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Sparse functional data frequently arise in real-world applications, posing significant challenges for accurate classification. To address this, we propose a novel classification method that integrates functional principal component analysis…

Computation · Statistics 2025-03-17 Ahmad Talafha

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can…

Methodology · Statistics 2020-05-12 Lin Qiu , Vernon M. Chinchilli

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…

Machine Learning · Statistics 2026-05-19 Alberto Del Pia , Dekun Zhou

We study the problem of detecting a structured, low-rank signal matrix corrupted with additive Gaussian noise. This includes clustering in a Gaussian mixture model, sparse PCA, and submatrix localization. Each of these problems is…

Statistics Theory · Mathematics 2017-01-24 Jess Banks , Cristopher Moore , Nicolas Verzelen , Roman Vershynin , Jiaming Xu

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu

This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…

Machine Learning · Computer Science 2019-05-28 Lai Tian , Feiping Nie , Xuelong Li

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

Sparse Principal Components Analysis (PCA) has been proposed as a way to improve both interpretability and reliability of PCA. However, use of sparse PCA in practice is hindered by the difficulty of tuning the multiple hyperparameters that…

Methodology · Statistics 2026-02-24 Joonsuk Kang , Matthew Stephens

Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function…

Machine Learning · Statistics 2020-11-19 José Camacho , Evrim Acar , Morten A. Rasmussen , Rasmus Bro

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

Sparse principal component analysis (SPCA) is a popular tool for dimensionality reduction in high-dimensional data. However, there is still a lack of theoretically justified Bayesian SPCA methods that can scale well computationally. One of…

Methodology · Statistics 2023-08-08 Bo Y. -C. Ning , Ning Ning

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

Sparse principal component analysis (PCA) aims at mapping large dimensional data to a linear subspace of lower dimension. By imposing loading vectors to be sparse, it performs the double duty of dimension reduction and variable selection.…

Machine Learning · Statistics 2024-01-17 Jasin Machkour , Arnaud Breloy , Michael Muma , Daniel P. Palomar , Frédéric Pascal

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

Data Structures and Algorithms · Computer Science 2020-06-02 He Jia , Santosh Vempala

Sparse Code Division Multiple Access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of non-zero elements, is presented and analysed using methods of…

Information Theory · Computer Science 2009-11-13 Jack Raymond , David Saad

Sparse non-Gaussian component analysis (SNGCA) is an unsupervised method of extracting a linear structure from a high dimensional data based on estimating a low-dimensional non-Gaussian data component. In this paper we discuss a new…

Statistics Theory · Mathematics 2012-01-17 Elmar Diederichs , Anatoli Juditsky , Arkadi Nemirovski , Vladimir Spokoiny

The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…

Machine Learning · Statistics 2017-02-01 Abdelghafour Talibi , Boujemâa Achchab , Rafik Lasri
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