Related papers: L1-norm Principal-Component Analysis of Complex Da…

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…

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…

Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…

This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

In many real-world applications, data come with corruptions, large errors or outliers. One popular approach is to use L1-norm function. However, the robustness of L1-norm function is not well understood so far. In this paper, we present a…

Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Principal component analysis (PCA) is a simple and popular tool for processing high-dimensional data. We investigate its effectiveness for matrix denoising. We consider the clean data are generated from a low-dimensional subspace, but…

Linear principal component analysis (PCA) can be extended to a nonlinear PCA by using artificial neural networks. But the benefit of curved components requires a careful control of the model complexity. Moreover, standard techniques for…

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…

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

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…

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…