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It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed…

Machine Learning · Statistics 2015-06-02 Anastasia Podosinnikova , Simon Setzer , Matthias Hein

We propose a spectral clustering method based on local principal components analysis (PCA). After performing local PCA in selected neighborhoods, the algorithm builds a nearest neighbor graph weighted according to a discrepancy between the…

Machine Learning · Statistics 2019-04-09 Ery Arias-Castro , Gilad Lerman , Teng Zhang

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

Machine Learning · Statistics 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

This paper examines in detail the geometric structure of principal component analysis (PCA) by considering in detail the distributions of both unrotated and rotated MNIST digits in the space defined by the lowest order PCA components. Since…

Machine Learning · Computer Science 2025-10-02 David Yevick , Karolina Hutchison

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

Covariance matrices have attracted attention for machine learning applications due to their capacity to capture interesting structure in the data. The main challenge is that one needs to take into account the particular geometry of the…

Machine Learning · Computer Science 2019-09-13 Daniel Brooks , Olivier Schwander , Frederic Barbaresco , Jean-Yves Schneider , Matthieu Cord

In this paper, we develop a new classification method for manifold-valued data in the framework of probabilistic learning vector quantization. In many classification scenarios, the data can be naturally represented by symmetric positive…

Machine Learning · Computer Science 2021-02-02 Fengzhen Tang , Haifeng Feng , Peter Tino , Bailu Si , Daxiong Ji

The Grassmann manifold of linear subspaces is important for the mathematical modelling of a multitude of applications, ranging from problems in machine learning, computer vision and image processing to low-rank matrix optimization problems,…

Numerical Analysis · Mathematics 2024-01-09 Thomas Bendokat , Ralf Zimmermann , P. -A. Absil

Incorporating prior knowledge into a data-driven modeling problem can drastically improve performance, reliability, and generalization outside of the training sample. The stronger the structural properties, the more effective these…

Robotics · Computer Science 2023-11-20 Wooyoung Chung , Daniel Polani , Stas Tiomkin

Principal Component Analysis and biplots are so well-established and readily implemented that it is just too tempting to give for granted their internal workings. In this note I get back to basics in comparing how PCA and biplots are…

Methodology · Statistics 2025-09-03 Ettore Settanni

An increasingly common viewpoint is that protein dynamics data sets reside in a non-linear subspace of low conformational energy. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The…

Biomolecules · Quantitative Biology 2023-10-27 Willem Diepeveen , Carlos Esteve-Yagüe , Jan Lellmann , Ozan Öktem , Carola-Bibiane Schönlieb

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

One develops a fast computational methodology for principal component analysis on manifolds. Instead of estimating intrinsic principal components on an object space with a Riemannian structure, one embeds the object space in a numerical…

Methodology · Statistics 2024-10-04 Ka Chun Wong , Vic Patrangenaru , Robert L. Paige , Mihaela Pricop Jeckstadt

Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

Machine Learning · Computer Science 2021-11-30 Arpita Gang , Waheed U. Bajwa

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

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…

Machine Learning · Statistics 2023-06-26 Vlad Niculae

Consider a complete Riemannian manifold $(M, g)$ and optimal transport problems on it with cost functions of the form $c(x,y) = h(d_{{g}}(x,y))$. We study the absolute continuity of the corresponding generalized Wasserstein barycenters of…

Differential Geometry · Mathematics 2026-05-08 Jianyu Ma

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi