Related papers: Non-Gaussian Component Analysis using Entropy Meth…

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…

Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep…

We develop two methods for the following fundamental statistical task: given an $\epsilon$-corrupted set of $n$ samples from a $d$-dimensional sub-Gaussian distribution, return an approximate top eigenvector of the covariance matrix. Our…

In the context of upcoming large-scale structure surveys such as Euclid, it is of prime importance to quantify the effect of peculiar velocities on geometric probes. Hence the formalism to compute in redshift space the geometrical and…

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Generalized canonical correlation analysis (GCCA) aims at finding latent low-dimensional common structure from multiple views (feature vectors in different domains) of the same entities. Unlike principal component analysis (PCA) that…

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided.…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

We consider the problem of clustering data points in high dimensions, i.e. when the number of data points may be much smaller than the number of dimensions. Specifically, we consider a Gaussian mixture model (GMM) with non-spherical…

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…

Recent methods for learning a linear subspace from data corrupted by outliers are based on convex $\ell_1$ and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small. In sharp…

We consider the noisy power method algorithm, which has wide applications in machine learning and statistics, especially those related to principal component analysis (PCA) under resource (communication, memory or privacy) constraints.…

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

To effectively process impulse noise for narrowband powerline communications (NB-PLCs) transceivers, capturing comprehensive statistics of nonperiodic asynchronous impulsive noise (APIN) is a critical task. However, existing mathematical…

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

We develop a Non-Crossing Approximation (NCA) for the effective cluster problem of the recently developed Dynamical Cluster Approximation (DCA). The DCA technique includes short-ranged correlations by mapping the lattice problem onto a…

We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…