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Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Sayantani Datta , M. Saleem , K. G. Arun , B. S. Sathyaprakash

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

The research detailed in this paper scrutinizes Principal Component Analysis (PCA), a seminal method employed in statistics and machine learning for the purpose of reducing data dimensionality. Singular Value Decomposition (SVD) is often…

Methodology · Statistics 2024-04-02 Donggun Kim , Kisung You

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…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng

Multiway data are becoming more and more common. While there are many approaches to extending principal component analysis (PCA) from usual data matrices to multiway arrays, their conceptual differences from the usual PCA, and the…

Methodology · Statistics 2023-02-15 Jialin Ouyang , Ming Yuan

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

We study the canonical statistical task of computing the principal component from $n$ i.i.d.~data in $d$ dimensions under $(\varepsilon,\delta)$-differential privacy. Although extensively studied in literature, existing solutions fall short…

Machine Learning · Computer Science 2022-05-30 Xiyang Liu , Weihao Kong , Prateek Jain , Sewoong Oh

Many real-world datasets contain hidden structure that cannot be detected by simple linear correlations between input features. For example, latent factors may influence the data in a coordinated way, even though their effect is invisible…

PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use as an anomaly detection technique. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by…

Machine Learning · Computer Science 2017-08-01 Raghavendra Chalapathy , Aditya Krishna Menon , Sanjay Chawla

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

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.…

Data Structures and Algorithms · Computer Science 2019-05-13 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan , Kirill Simonov

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Machine Learning · Computer Science 2026-02-27 Victor Chardès

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…

Numerical Analysis · Mathematics 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez

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…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

STEM XEDS spectrum images can be drastically denoised by application of the principal component analysis (PCA). This paper looks inside the PCA workflow step by step on an example of a complex semiconductor structure consisting of a number…

Image and Video Processing · Electrical Eng. & Systems 2019-10-16 Pavel Potapov , Axel Lubk

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…

Statistics Theory · Mathematics 2025-10-23 Yaoming Zhen , Piotr Zwiernik

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte