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Related papers: Sketching for Principal Component Regression

200 papers

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Principal Components Analysis is a widely used technique for dimension reduction and characterization of variability in multivariate populations. Our interest lies in studying when and why the rotation to principal components can be used…

Machine Learning · Statistics 2014-10-01 Daniel A Díaz-Pachón , Jean-Eudes Dazard , J. Sunil Rao

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

Data Structures and Algorithms · Computer Science 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

Dimensionality reduction represents a critical preprocessing step in order to increase the efficiency and the performance of many hyperspectral imaging algorithms. However, dimensionality reduction algorithms, such as the Principal…

Machine Learning · Computer Science 2024-03-28 E. Martel , R. Lazcano , J. Lopez , D. Madroñal , R. Salvador , S. Lopez , E. Juarez , R. Guerra , C. Sanz , R. Sarmiento

Robust Principal Component Analysis (PCA) has received massive attention in recent years. It aims to recover a low-rank matrix and a sparse matrix from their sum. This paper proposes a novel nonconvex Robust PCA algorithm, coined Riemannian…

Machine Learning · Statistics 2023-02-28 Keaton Hamm , Mohamed Meskini , HanQin Cai

We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…

Machine Learning · Statistics 2022-08-04 Hong-Lan Botterman , Julien Roussel , Thomas Morzadec , Ali Jabbari , Nicolas Brunel

Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

Optimization and Control · Mathematics 2018-06-12 Shiqian Ma , Necdet Serhat Aybat

Deep learning has made profound impacts in the domains of data mining and AI, distinguished by the groundbreaking achievements in numerous real-world applications and the innovative algorithm design philosophy. However, it suffers from the…

Machine Learning · Computer Science 2024-09-24 Di Wang , Shao-Bo Lin , Deyu Meng , Feilong Cao

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

We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testing problems where data points are…

Optimization and Control · Mathematics 2012-06-19 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

A critical problem in the emerging high-throughput genotyping protocols is to minimize the number of polymerase chain reaction (PCR) primers required to amplify the single nucleotide polymorphism loci of interest. In this paper we study PCR…

Data Structures and Algorithms · Computer Science 2007-05-23 K. Konwar , I. Mandoiu , A. Russell , A. Shvartsman

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

Computation · Statistics 2018-11-06 Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…

Optimization and Control · Mathematics 2024-10-04 Hao Hao , Peter Zhang

Principal component analysis (PCA) has been widely used as an effective technique for feature extraction and dimension reduction. In the High Dimension Low Sample Size (HDLSS) setting, one may prefer modified principal components, with…

Machine Learning · Computer Science 2021-10-08 Haiyan Jiang , Haoyi Xiong , Dongrui Wu , Ji Liu , Dejing Dou

We consider streaming principal component analysis when the stochastic data-generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to…

Machine Learning · Statistics 2022-10-13 Daniel Bienstock , Minchan Jeong , Apurv Shukla , Se-Young Yun

The ability to manipulate complex systems, such as the brain, to modify specific outcomes has far-reaching implications, particularly in the treatment of psychiatric disorders. One approach to designing appropriate manipulations is to…

Machine Learning · Statistics 2024-09-05 Austin Talbot , Corey J Keller , David E Carlson , Alex V Kotlar

The process generates substantial amounts of data with highly complex structures, leading to the development of numerous nonlinear statistical methods. However, most of these methods rely on computations involving large-scale dense kernel…

Machine Learning · Statistics 2025-03-18 Ke Chen , Dandan Jiang

Probabilistic circuits (PCs) offer a promising avenue to perform embedded reasoning under uncertainty. They support efficient and exact computation of various probabilistic inference tasks by design. Hence, hardware-efficient computation of…

Machine Learning · Computer Science 2024-05-24 Lingyun Yao , Martin Trapp , Jelin Leslin , Gaurav Singh , Peng Zhang , Karthekeyan Periasamy , Martin Andraud

Recent advances in neuroimaging analysis have enabled accurate decoding of mental state from brain activation patterns during functional magnetic resonance imaging scans. A commonly applied tool for this purpose is principal components…

Machine Learning · Statistics 2025-09-10 Jared Rieck , Julia Wrobel , Joshua L. Gowin , Yue Wang , Martin Paulus , Ryan Peterson