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Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…

Information Theory · Computer Science 2017-08-25 Kiryung Lee , Felix Krahmer , Justin Romberg

When building a geometric scene understanding system for autonomous vehicles, it is crucial to know when the system might fail. Most contemporary approaches cast the problem as depth regression, whose output is a depth value for each pixel.…

Computer Vision and Pattern Recognition · Computer Science 2019-12-16 Gengshan Yang , Peiyun Hu , Deva Ramanan

We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupted with outliers. We are able to show that our methods,…

Machine Learning · Computer Science 2022-03-18 Tyler Maunu , Chenyu Yu , Gilad Lerman

We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…

Sound · Computer Science 2022-02-07 Wo Jae Lee , Karim Helwani , Arvindh Krishnaswamy , Srikanth Tenneti

Accurate photometric redshifts are a lynchpin for many future experiments to pin down the cosmological model and for studies of galaxy evolution. In this study, a novel sparse regression framework for photometric redshift estimation is…

Instrumentation and Methods for Astrophysics · Physics 2025-06-03 Ibrahim A. Almosallam , Sam N. Lindsay , Matt J. Jarvis , Stephen J. Roberts

We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a rotational symmetry. This gives rise to complicated posterior distributions with…

Machine Learning · Statistics 2019-05-14 Rajbir S. Nirwan , Nils Bertschinger

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

We demonstrate the use of an eigenbasis that is derived from principal component analysis (PCA) applied on an ensemble of random-noise images that have a "red" power spectrum; i.e., a spectrum that decreases smoothly from large to small…

Instrumentation and Methods for Astrophysics · Physics 2022-03-14 Pravita Hallur , Lia Medeiros , Tod R. Lauer

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise level of constant order, we show that an existing inverse-probability weighted…

Methodology · Statistics 2019-07-01 Ziwei Zhu , Tengyao Wang , Richard J. Samworth

In the domain of multivariate forecasting, transformer models stand out as powerful apparatus, displaying exceptional capabilities in handling messy datasets from real-world contexts. However, the inherent complexity of these datasets,…

Machine Learning · Computer Science 2024-03-08 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Pascal Bouvry

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

The main shortage of principle component analysis (PCA) based anomaly detection models is their interpretability. In this paper, our goal is to propose an interpretable PCA-based model for anomaly detection and interpretation. The propose…

Numerical Analysis · Computer Science 2016-05-17 Xingyan Bin , Ying Zhao , Bilong Shen

Typical active learning strategies are designed for tasks, such as classification, with the assumption that the output space is mutually exclusive. The assumption that these tasks always have exactly one correct answer has resulted in the…

Computer Vision and Pattern Recognition · Computer Science 2019-12-10 Khaled Jedoui , Ranjay Krishna , Michael Bernstein , Li Fei-Fei

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

High-dimensional data often exhibit dependencies among variables that violate the isotropic-noise assumption under which principal component analysis (PCA) is optimal. For cases where the noise is not independent and identically distributed…

Machine Learning · Computer Science 2026-01-16 Antonio Briola , Marwin Schmidt , Fabio Caccioli , Carlos Ros Perez , James Singleton , Christian Michler , Tomaso Aste

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed