Related papers: Iteratively Reweighted Least Squares Algorithms fo…
Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…
We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…
In this paper, we propose a low complexity quantum principal component analysis (qPCA) algorithm. Similar to the state-of-the-art qPCA, it achieves dimension reduction by extracting principal components of the data matrix, rather than all…
Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…
In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.
We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…
When working with large biological data sets, exploratory analysis is an important first step for understanding the latent structure and for generating hypotheses to be tested in subsequent analyses. However, when the number of variables is…
Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…
Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…
In large-scale statistical modeling, reducing data size through subsampling is essential for balancing computational efficiency and statistical accuracy. We propose a new method, Principal Component Analysis guided Quantile Sampling…
Reweighted l1-algorithms have attracted a lot of attention in the field of applied mathematics. A unified framework of such algorithms has been recently proposed by Zhao and Li. In this paper we construct a few new examples of reweighted…
Overparameterization in deep learning is powerful: Very large models fit the training data perfectly and yet often generalize well. This realization brought back the study of linear models for regression, including ordinary least squares…
This work studies the problem of sequentially recovering a sparse vector $x_t$ and a vector from a low-dimensional subspace $l_t$ from knowledge of their sum $m_t = x_t + l_t$. If the primary goal is to recover the low-dimensional subspace…
We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…
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…
To mitigate the severe information loss arising from widely adopted linear scale cuts in constraints on modified gravity parameterisations with Weak Lensing (WL) and Large-Scale Structure (LSS) data, we introduce a novel alternative method…
We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…
Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…
In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…
Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…