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The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

I introduce Forecastable Component Analysis (ForeCA), a novel dimension reduction technique for temporally dependent signals. Based on a new forecastability measure, ForeCA finds an optimal transformation to separate a multivariate time…

Methodology · Statistics 2013-05-07 Georg M. Goerg

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

Methodology · Statistics 2021-01-22 Xiaoyu Hu , Fang Yao

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 fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

The goal of this paper is to revisit Kernel Principal Component Analysis (KPCA) through dualization of a difference of convex functions. This allows to naturally extend KPCA to multiple objective functions and leads to efficient…

Machine Learning · Computer Science 2023-06-12 Francesco Tonin , Alex Lambert , Panagiotis Patrinos , Johan A. K. Suykens

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

Machine Learning · Computer Science 2018-04-17 Shuai Zheng , Chris Ding , Feiping Nie

Unified representation learning for multi-source data integration faces two important challenges: blockwise missingness and blockwise signal heterogeneity. The former arises from sources observing different, yet potentially overlapping,…

Methodology · Statistics 2026-02-13 Ziqi Liu , Ye Tian , Weijing Tang

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

We propose an algorithmic framework for computing sparse components from rotated principal components. This methodology, called SIMPCA, is useful to replace the unreliable practice of ignoring small coefficients of rotated components when…

Methodology · Statistics 2019-10-09 Giovanni Maria Merola

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

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

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

Numerical Analysis · Computer Science 2012-05-08 Risheng Liu , Zhouchen Lin , Siming Wei , Zhixun Su

This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of…

Machine Learning · Statistics 2017-09-28 Chen Gao , Brian E. Moore , Raj Rao Nadakuditi

A relaxed two dimensional principal component analysis (R2DPCA) approach is proposed for face recognition. Different to the 2DPCA, 2DPCA-$L_1$ and G2DPCA, the R2DPCA utilizes the label information (if known) of training samples to calculate…

Computer Vision and Pattern Recognition · Computer Science 2020-10-06 Xiao Chen , Zhi-Gang Jia , Yunfeng Cai , Mei-Xiang Zhao

Principal component regression (PCR) is a two-stage procedure: the first stage performs principal component analysis (PCA) and the second stage constructs a regression model whose explanatory variables are replaced by principal components…

Machine Learning · Statistics 2021-11-22 Shuichi Kawano

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Sungho Shin , Alex D. Smith , S. Joe Qin , Victor M. Zavala

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

Natural scene character recognition is challenging due to the cluttered background, which is hard to separate from text. In this paper, we propose a novel method for robust scene character recognition. Specifically, we first use robust…

Computer Vision and Pattern Recognition · Computer Science 2016-06-16 Zheng Zhang , Yong Xu , Cheng-Lin Liu

This paper presents a practical, and theoretically well-founded, approach to improve the speed of kernel manifold learning algorithms relying on spectral decomposition. Utilizing recent insights in kernel smoothing and learning with…

Machine Learning · Statistics 2015-07-28 Hassan A. Kingravi , Patricio A. Vela , Alexandar Gray