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Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

The probabilistic cellular automaton (PCA) method is highlighted for its relatively simple numerical algorithm and low computational cost in the simulation of microstructural evolution. In this method, probabilistic state change rules are…

Materials Science · Physics 2024-04-23 Majid Seyed-Salehi

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high-dimensional dataset. To this end, we introduce a novel formulation of the probabilisitic principal component analysis model based on a…

Methodology · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

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

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

Many modern tools in machine learning and signal processing, such as sparse dictionary learning, principal component analysis (PCA), non-negative matrix factorization (NMF), $K$-means clustering, etc., rely on the factorization of a matrix…

Machine Learning · Statistics 2015-04-10 Rémi Gribonval , Rodolphe Jenatton , Francis Bach , Martin Kleinsteuber , Matthias Seibert

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

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

We consider the problem of accurately and efficiently querying a remote server to retrieve information about images captured by a mobile device. In addition to reduced transmission overhead and computational complexity, the retrieval…

Computer Vision and Pattern Recognition · Computer Science 2016-05-10 Jacob Chakareski , Immanuel Manohar , Shantanu Rane

We investigate one-dimensional elementary probabilistic cellular automata (PCA) whose dynamics in first-order mean-field approximation yields discrete logisticlike growth models for a single-species unstructured population with…

Statistical Mechanics · Physics 2017-05-24 J. Ricardo G. Mendonça , Yeva Gevorgyan

We present a method for computing probability of occurence of 1s in a configuration obtained by iteration of a probabilistic cellular automata (PCA), starting from a random initial configuration. If the PCA is sufficiently simple, one can…

Cellular Automata and Lattice Gases · Physics 2023-12-18 Henryk Fukś

Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is…

Machine Learning · Statistics 2019-02-28 Xiangju Qin , Paul Blomstedt , Eemeli Leppäaho , Pekka Parviainen , Samuel Kaski

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Machine Learning · Statistics 2021-03-19 Ömer Deniz Akyildiz , Gerrit J. J. van den Burg , Theodoros Damoulas , Mark F. J. Steel

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd