Related papers: Low-rank plus sparse decomposition for exoplanet d…
Beyond the choice of wavefront control systems or coronographs, advanced data processing methods play a crucial role in disentangling potential planetary signals from bright quasi-static speckles. Among these methods, angular differential…
Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…
A fast algorithm for the approximation of a low rank LU decomposition is presented. In order to achieve a low complexity, the algorithm uses sparse random projections combined with FFT-based random projections. The asymptotic approximation…
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…
Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…
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…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…
Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…
Non-gaussian component analysis (NGCA) introduced in offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way.…
High-contrast imaging of exoplanets hinges on powerful post-processing methods to denoise the data and separate the signal of a companion from its host star, which is typically orders of magnitude brighter. Existing post-processing…
Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…
We present an algorithm using Principal Component Analysis (PCA) to subtract galaxies from imaging data, and also two algorithms to find strong, galaxy-scale gravitational lenses in the resulting residual image. The combined method is…
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…
Random projection is widely used as a method of dimension reduction. In recent years, its combination with standard techniques of regression and classification has been explored. Here we examine its use with principal component analysis…
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…
The main challenge of exoplanet high-contrast imaging (HCI) is to separate the signal of exoplanets from their host stars, which are many orders of magnitude brighter. HCI for ground-based observations is further exacerbated by speckle…
Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…
Most high-dimensional matrix recovery problems are studied under the assumption that the target matrix has certain intrinsic structures. For image data related matrix recovery problems, approximate low-rankness and smoothness are the two…