English
Related papers

Related papers: Iterative Block Tensor Singular Value Thresholding…

200 papers

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

Data Structures and Algorithms · Computer Science 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

High-dimensional multi-source data are encountered in many fields. Despite recent developments on the integrative dimension reduction of such data, most existing methods cannot easily accommodate data of multiple types (e.g., binary or…

Methodology · Statistics 2018-08-08 Huichen Zhu , Gen Li , Eric F. Lock

Low-rank tensor completion recovers missing entries based on different tensor decompositions. Due to its outstanding performance in exploiting some higher-order data structure, low rank tensor ring has been applied in tensor completion. To…

Machine Learning · Computer Science 2020-07-14 Huyan Huang , Yipeng Liu , Ce Zhu

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

CANDECOMP/PARAFAC (CPD) approximates multiway data by sum of rank-1 tensors. Our recent study has presented a method to rank-1 tensor deflation, i.e. sequential extraction of the rank-1 components. In this paper, we extend the method to…

Numerical Analysis · Computer Science 2015-06-17 Anh-Huy Phan , Petr Tichavsky , Andrzej Cichocki

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

Machine Learning · Computer Science 2024-12-20 Kexin Li , You-wei Wen , Xu Xiao , Mingchao Zhao

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

Various problems in data analysis and statistical genetics call for recovery of a column-sparse, low-rank matrix from noisy observations. We propose ReFACTor, a simple variation of the classical Truncated Singular Value Decomposition (TSVD)…

Machine Learning · Statistics 2017-05-23 Matan Gavish , Regev Schweiger , Elior Rahmani , Eran Halperin

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…

Machine Learning · Statistics 2023-12-19 Xuan Ma , Jianhua Zhao , Yue Wang

The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. The application of PCA in a financial setting is associated with several technical difficulties, such as numerical…

Statistical Finance · Quantitative Finance 2021-08-31 Paul Bilokon , David Finkelstein

Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…

Applications · Statistics 2016-03-18 Yuan Wang , Kamran Paynabar , Yajun Mei

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

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

Independent component analysis (ICA) is a fundamental problem in the field of signal processing, and numerous algorithms have been developed to address this issue. The core principle of these algorithms is to find a transformation matrix…

Signal Processing · Electrical Eng. & Systems 2024-05-21 Liangliang Zhu , Zhebin Song , Xuesen Zhang , Meibin Qi

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis