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Predicting masked from visible parts of an image is a powerful self-supervised approach for visual representation learning. However, the common practice of masking random patches of pixels exhibits certain failure modes, which can prevent…

We introduce Adaptive Subspace PCA (AS-PCA), a framework for principal component analysis of random elements in a general separable Hilbert space. AS-PCA projects the covariance operator onto a data-adaptive finite-dimensional subspace…

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction. However, some applications involve heterogeneous data that vary in quality due to noise characteristics associated with each data sample.…

The Rational Polynomial Camera (RPC) model can be used to describe a variety of image acquisition systems in remote sensing, notably optical and Synthetic Aperture Radar (SAR) sensors. RPC functions relate 3D to 2D coordinates and vice…

This paper introduces a new unsupervised method for dimensionality reduction via regression (DRR). The algorithm belongs to the family of invertible transforms that generalize Principal Component Analysis (PCA) by using curvilinear instead…

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…

Principal Component Analysis (PCA) is a dimensionality reduction technique widely used to reduce the computational cost associated with numerical simulations of combustion phenomena. However, PCA, which transforms the thermo-chemical state…

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Support vector classification (SVC) is an effective tool for classification tasks in machine learning. Its performance relies on the selection of appropriate hyperparameters. This paper focuses on optimizing the regularization…

Principal component analysis has been widely adopted to reduce the dimension of data while preserving the information. The quantum version of PCA (qPCA) can be used to analyze an unknown low-rank density matrix by rapidly revealing the…

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

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…

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…

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…

In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging.…

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Real-time or near real-time hyperspectral detection and identification are extremely useful and needed in many fields. These data sets can be quite large, and the algorithms can require numerous computations that slow the process down. A…