Related papers: Towards a Theoretical Analysis of PCA for Heterosc…
Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…
Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…
Principal component analysis (PCA) is a classical feature extraction method, but it may be adversely affected by outliers, resulting in inaccurate learning of the projection matrix. This paper proposes a robust method to estimate both the…
Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…
This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…
We propose novel methods for predictive (sparse) PCA with spatially misaligned data. These methods identify principal component loading vectors that explain as much variability in the observed data as possible, while also ensuring the…
Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…
This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low…
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…
In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…
Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…
Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…
Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…
Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…
Principal component analysis (PCA) is one of the most fundamental procedures in exploratory data analysis and is the basic step in applications ranging from quantitative finance and bioinformatics to image analysis and neuroscience.…
We introduce the notion of Principal Component Analysis (PCA) of image gradient orientations. As image data is typically noisy, but noise is substantially different from Gaussian, traditional PCA of pixel intensities very often fails to…
Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…