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Principal component pursuit (PCP) is a state-of-the-art approach for background estimation problems. Due to their higher computational cost, PCP algorithms, such as robust principal component analysis (RPCA) and its variants, are not…

Computer Vision and Pattern Recognition · Computer Science 2017-07-04 Aritra Dutta , Xin Li , Peter Richtárik

Missing data is a fundamental challenge in data science, significantly hindering analysis and decision-making across a wide range of disciplines, including healthcare, bioinformatics, social science, e-commerce, and industrial monitoring.…

Machine Learning · Statistics 2026-05-12 Jicong Fan

The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…

Applications · Statistics 2007-05-23 Fulufhelo V. Nelwamondo , Shakir Mohamed , Tshilidzi Marwala

Classification algorithms are unable to make reliable models on the datasets with huge sizes. These datasets contain many irrelevant and redundant features that mislead the classifiers. Furthermore, many huge datasets have imbalanced class…

Machine Learning · Computer Science 2014-03-11 Mehdi Naseriparsa , Mohammad Mansour Riahi Kashani

In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here,…

Machine Learning · Statistics 2024-03-22 Julie Josse , Jacob M. Chen , Nicolas Prost , Erwan Scornet , Gaël Varoquaux

Marginal structural models (MSMs) are commonly used to estimate causal intervention effects in longitudinal non-randomised studies. A common issue when analysing data from observational studies is the presence of incomplete confounder data,…

Methodology · Statistics 2019-12-02 Clemence Leyrat , James R Carpenter , Sebastien Bailly , Elizabeth J Willamson

For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…

Machine Learning · Statistics 2019-01-04 Michael Wojnowicz , Di Zhang , Glenn Chisholm , Xuan Zhao , Matt Wolff

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

Decision making from data involves identifying a set of attributes that contribute to effective decision making through computational intelligence. The presence of missing values greatly influences the selection of right set of attributes…

Machine Learning · Computer Science 2013-07-23 M. Naresh Kumar

Multivariate count data with many zeros frequently occur in a variety of application areas such as text mining with a document-term matrix and cluster analysis with microbiome abundance data. Exponential family PCA (Collins et al., 2001) is…

Methodology · Statistics 2023-12-22 Ruochen Huang , Yoonkyung Lee

Missing data in time series is a challenging issue affecting time series analysis. Missing data occurs due to problems like data drops or sensor malfunctioning. Imputation methods are used to fill in these values, with quality of imputation…

Machine Learning · Computer Science 2023-04-11 Karan Aggarwal , Jaideep Srivastava

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…

Computer Vision and Pattern Recognition · Computer Science 2026-04-23 Yinjian Wang , Wei Li , Yuanyuan Gui , James E. Fowler , Gemine Vivone

This study is about inducing classifiers using data that is imbalanced, with a minority class being under-represented in relation to the majority classes. The first section of this research focuses on the main characteristics of data that…

Machine Learning · Computer Science 2022-10-25 Shivaditya Shivganesh , Nitin Narayanan N , Pranav Murali , Ajaykumar M

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

The smart grid vision is to build an intelligent power network with an unprecedented level of situational awareness and controllability over its services and infrastructure. This paper advocates statistical inference methods to robustify…

Optimization and Control · Mathematics 2013-09-30 Gonzalo Mateos , Georgios B. Giannakis

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

We characterize the structure and origins of missingness for 159 cross-sectional return predictors and study missing value handling for portfolios constructed using machine learning. Simply imputing with cross-sectional means performs well…

Methodology · Statistics 2024-01-15 Andrew Y. Chen , Jack McCoy

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Methodology · Statistics 2025-10-01 Wenhui Wu , Changchun Shang , Jianhua Zhao , Xuan Ma , Yue Wang