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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

Linear dimensionality reduction techniques, notably principal component analysis, are widely used in climate data analysis as a means to aid in the interpretation of datasets of high dimensionality. These linear methods may not be…

Atmospheric and Oceanic Physics · Physics 2009-01-06 Ian Ross

Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they…

Machine Learning · Computer Science 2018-03-28 Matthias S. Treder

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 components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Dimension reduction and visualization is a staple of data analytics. Methods such as Principal Component Analysis (PCA) and Multidimensional Scaling (MDS) provide low dimensional (LD) projections of high dimensional (HD) data while…

Methodology · Statistics 2017-09-21 J. T. Fry , Matt Slifko , Scotland Leman

Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…

Methodology · Statistics 2020-10-15 Yipeng Song , Johan A. Westerhuis , Age K. Smilde

Big data applications, such as medical imaging and genetics, typically generate datasets that consist of few observations n on many more variables p, a scenario that we denote as p>>n. Traditional data processing methods are often…

Data Analysis, Statistics and Probability · Physics 2016-05-18 Magnus O. Ulfarsson , Frosti Palsson , Jakob Sigurdsson , Johannes R. Sveinsson

A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of various phenomena in ecology and astronomy, as well as in…

Methodology · Statistics 2021-10-12 Pavlos Zoubouloglou , Eduardo García-Portugués , J. S. Marron

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Michael Fraiman , Paulina Hoyos , Tamir Bendory , Joe Kileel , Oscar Mickelin , Nir Sharon , Amit Singer

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

We present a new method which generalizes subspace learning based on eigenvalue and generalized eigenvalue problems. This method, Roweis Discriminant Analysis (RDA), is named after Sam Roweis to whom the field of subspace learning owes…

Machine Learning · Statistics 2021-11-02 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

In light of the rapidly growing large-scale data in federated ecosystems, the traditional principal component analysis (PCA) is often not applicable due to privacy protection considerations and large computational burden. Algorithms were…

Methodology · Statistics 2025-08-27 Shuting Shen , Junwei Lu , Xihong Lin

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Computation · Statistics 2025-01-09 Jocelyn T. Chi , Deanna Needell

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

Data compression can be achieved by reducing the dimensionality of high-dimensional but approximately low-rank datasets, which may in fact be described by the variation of a much smaller number of parameters. It often serves as a…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Song Lin , Jingbo Wang

Domain generalization(DG) endeavors to develop robust models that possess strong generalizability while preserving excellent discriminability. Nonetheless, pivotal DG techniques tend to improve the feature generalizability by learning…

Computer Vision and Pattern Recognition · Computer Science 2024-07-30 Shaocong Long , Qianyu Zhou , Chenhao Ying , Lizhuang Ma , Yuan Luo

Functional principal component analysis (FPCA) is an important technique for dimension reduction in functional data analysis (FDA). Classical FPCA method is based on the Karhunen-Lo\`{e}ve expansion, which assumes a linear structure of the…

Methodology · Statistics 2023-06-27 Rou Zhong , Chunming Zhang , Jingxiao Zhang

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet