Related papers: Efficient L1-Norm Principal-Component Analysis via…

Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of…

The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…

We solve principal component regression (PCR), up to a multiplicative accuracy $1+\gamma$, by reducing the problem to $\tilde{O}(\gamma^{-1})$ black-box calls of ridge regression. Therefore, our algorithm does not require any explicit…

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…

We present an $O(\log d + \log\log_{m/n} n)$-time randomized PRAM algorithm for computing the connected components of an $n$-vertex, $m$-edge undirected graph with maximum component diameter $d$. The algorithm runs on an ARBITRARY CRCW…

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),…

We study non-linear data-dimension reduction. We are motivated by the classical linear framework of Principal Component Analysis. In nonlinear case, we introduce instead a new kernel-Principal Component Analysis, manifold and feature space…

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

This paper studies the principal components (PC) estimator for high dimensional approximate factor models with weak factors in that the factor loading ($\boldsymbol{\Lambda}^0$) scales sublinearly in the number $N$ of cross-section units,…

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

Dimensionality reduction represents a critical preprocessing step in order to increase the efficiency and the performance of many hyperspectral imaging algorithms. However, dimensionality reduction algorithms, such as the Principal…

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Finding informative low-dimensional representations that can be computed efficiently in large datasets is an important problem in data analysis. Recently, contrastive Principal Component Analysis (cPCA) was proposed as a more informative…

The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the…

We consider the problem of testing the significance of features in high-dimensional settings. In particular, we test for differentially-expressed genes in a microarray experiment. We wish to identify genes that are associated with some type…

Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…

We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…

Discrete Determinantal Point Processes (DPPs) have a wide array of potential applications for subsampling datasets. They are however held back in some cases by the high cost of sampling. In the worst-case scenario, the sampling cost scales…