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Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

Machine Learning · Computer Science 2019-07-08 F. William Townes

Recovering intrinsic low dimensional subspaces from data distributed on them is a key preprocessing step to many applications. In recent years, there has been a lot of work that models subspace recovery as low rank minimization problems. We…

Machine Learning · Computer Science 2014-12-09 Hongyang Zhang , Zhouchen Lin , Chao Zhang , Junbin Gao

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

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

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…

Statistics Theory · Mathematics 2023-02-15 Haoyu Wang

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

PCA is widely used in health and care research to analyze complex HD datasets, such as patient health records, genetic data, and medical imaging. By reducing dimensionality, PCA helps identify key patterns and trends, which can aid in…

Methodology · Statistics 2025-04-01 Nuwan Weeraratne , Lyn Hunt , Jason Kurz

High-dimensional compositional data are commonplace in the modern omics sciences amongst others. Analysis of compositional data requires a proper choice of orthonormal coordinate representation as their relative nature is not compatible…

We present a method for performing Principal Component Analysis (PCA) on noisy datasets with missing values. Estimates of the measurement error are used to weight the input data such that compared to classic PCA, the resulting eigenvectors…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Stephen Bailey

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

Machine Learning · Computer Science 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…

Machine Learning · Computer Science 2022-09-20 Vanessa Böhm , Uroš Seljak

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…

Machine Learning · Statistics 2021-04-08 Long Feng , Junhui Wang

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

The high-dimensional feature space of the hyperspectral imagery poses major challenges to the processing and analysis of the hyperspectral data sets. In such a case, dimensionality reduction is necessary to decrease the computational…

Image and Video Processing · Electrical Eng. & Systems 2024-06-06 Mustafa Ustuner

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

We study the fairness of dimensionality reduction methods for recommendations. We focus on the fundamental method of principal component analysis (PCA), which identifies latent components and produces a low-rank approximation via the…

Machine Learning · Computer Science 2025-05-30 David Liu , Jackie Baek , Tina Eliassi-Rad

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

Principal component analysis (PCA) is a powerful tool for dimensionality reduction. Unfortunately, it is sensitive to outliers, so that various robust PCA variants were proposed in the literature. Among them the so-called rotational…

Numerical Analysis · Mathematics 2019-05-27 Sebastian Neumayer , Max Nimmer , Simon Setzer , Gabriele Steidl

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui