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Researchers often have datasets measuring features $x_{ij}$ of samples, such as test scores of students. In factor analysis and PCA, these features are thought to be influenced by unobserved factors, such as skills. Can we determine how…

Statistics Theory · Mathematics 2019-09-16 Edgar Dobriban

Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selection methods (e.g., scree plots, parallel analysis, etc.)…

Statistics Theory · Mathematics 2026-05-28 David Hong , Yue Sheng , Edgar Dobriban

The article discusses selected problems related to both principal component analysis (PCA) and factor analysis (FA). In particular, both types of analysis were compared. A vector interpretation for both PCA and FA has also been proposed.…

Machine Learning · Computer Science 2021-10-22 Zenon Gniazdowski

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

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…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

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

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

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

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

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Methodology · Statistics 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

Machine Learning · Computer Science 2021-11-30 Arpita Gang , Waheed U. Bajwa
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