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A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Neural operator learning has emerged as a powerful approach for solving partial differential equations (PDEs) in a data-driven manner. However, applying principal component analysis (PCA) to high-dimensional solution fields incurs…

Machine Learning · Computer Science 2025-09-24 Mrigank Dhingra , Romit Maulik , Adil Rasheed , Omer San

For a linear system, the response to a stimulus is often superposed by its responses to other decomposed stimuli. In quantum mechanics, a state is the superposition of multiple eigenstates. Here, by taking advantage of the phase difference,…

Machine Learning · Computer Science 2020-04-06 Chen Miao , Shaohua Ma

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 present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…

Statistics Theory · Mathematics 2025-11-05 Franck Picard , Vincent Rivoirard , Angelina Roche , Victor Panaretos

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

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…

Machine Learning · Computer Science 2019-11-19 Samuele Battaglino , Erdem Koyuncu

Missing data is a commonly occurring problem in practice. Many imputation methods have been developed to fill in the missing entries. However, not all of them can scale to high-dimensional data, especially the multiple imputation…

Machine Learning · Computer Science 2023-03-21 Thu Nguyen , Hoang Thien Ly , Michael Alexander Riegler , Pål Halvorsen , Hugo L. Hammer

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

In this paper, we propose and study a Nystr\"om based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of classical PCA based on considering a nonlinear feature map or…

Machine Learning · Statistics 2019-07-12 Nicholas Sterge , Bharath Sriperumbudur , Lorenzo Rosasco , Alessandro Rudi

Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-22 Ni An , Steven Weber

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Out-of-Distribution (OoD) detection is vital for the reliability of Deep Neural Networks (DNNs). Existing works have shown the insufficiency of Principal Component Analysis (PCA) straightforwardly applied on the features of DNNs in…

Machine Learning · Computer Science 2025-01-06 Kun Fang , Qinghua Tao , Kexin Lv , Mingzhen He , Xiaolin Huang , Jie Yang

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

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

Computer Vision and Pattern Recognition · Computer Science 2018-02-06 Ajay Gupta , Adrian Barbu

When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…

Methodology · Statistics 2025-10-21 Haiyan Liu , Jeanine Houwing-Duistermaat

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

Quantum principal component analysis (QPCA) ignited a new development toward quantum machine learning algorithms. Initially showcasing as an active way for analyzing a quantum system using the quantum state itself, QPCA also found potential…

Quantum Physics · Physics 2025-01-15 Nhat A. Nghiem