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In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…
Principal component analysis (PCA) is a widely used method for dimension reduction. In high dimensional data, the "signal" eigenvalues corresponding to weak principal components (PCs) do not necessarily separate from the bulk of the "noise"…
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…
The widespread use of multisensor technology and the emergence of big data sets have brought the necessity to develop more versatile tools to represent higher-order data with multiple aspects and high dimensionality. Data in the form of…
Most statistical process monitoring methods for multichannel profiles focus solely on the mean and are almost ineffective when changes involve the covariance structure. Although it is known to be crucial, covariance monitoring requires…
Cryo-electron microscopy nowadays often requires the analysis of hundreds of thousands of 2D images as large as a few hundred pixels in each direction. Here we introduce an algorithm that efficiently and accurately performs principal…
Principal component analysis (PCA) is a powerful method that can identify patterns in large, complex data sets by constructing low-dimensional order parameters from higher-dimensional feature vectors. There are increasing efforts to use…
We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…
We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…
Dimension reduction techniques are among the most essential analytical tools in the analysis of high-dimensional data. Generalized principal component analysis (PCA) is an extension to standard PCA that has been widely used to identify…
In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…
Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…
The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…
Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…
As an unsupervised dimensionality reduction method, principal component analysis (PCA) has been widely considered as an efficient and effective preprocessing step for hyperspectral image (HSI) processing and analysis tasks. It takes each…
Early work established convergence of the principal component estimators of the factors and loadings up to a rotation for large dimensional approximate factor models with weak factors in that the factor loading $\Lambda^{(0)}$ scales…
We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…
Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…
Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…