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Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…

Machine Learning · Statistics 2015-05-12 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin

For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $\ell_1$-norm regularized minimization problems, in which the working index…

Statistics Theory · Mathematics 2024-11-05 Shujun Bi , Yonghua Yang , Shaohua Pan

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

Sentence compression is an important problem in natural language processing. In this paper, we firstly establish a new sentence compression model based on the probability model and the parse tree model. Our sentence compression model is…

Computation and Language · Computer Science 2019-02-21 Yi-Shuai Niu , Xi-Wei Hu , Yu You , Faouzi Mohamed Benammour , Hu Zhang

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

Machine Learning · Computer Science 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

Sparse principal component analysis (PCA) aims at mapping large dimensional data to a linear subspace of lower dimension. By imposing loading vectors to be sparse, it performs the double duty of dimension reduction and variable selection.…

Machine Learning · Statistics 2024-01-17 Jasin Machkour , Arnaud Breloy , Michael Muma , Daniel P. Palomar , Frédéric Pascal

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

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 components computed via PCA (principal component analysis) are traditionally used to reduce dimensionality in genomic data or to correct for population stratification. In this paper, we explore the penalized eigenvalue problem…

Applications · Statistics 2025-03-04 Rebecca M. Hurwitz , Georg Hahn

The Improved Partial Area-Analytical Calculation (IPA-AC) method represents a leading meshfree discretization strategy for peridynamic models, distinguished by its rigorous geometric treatment of boundary intersections via dual corrections…

Numerical Analysis · Mathematics 2026-03-20 Xiuzhu Yang , Xiaobo Yin

We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…

Optimization and Control · Mathematics 2021-03-30 Ben Beach , Robert Hildebrand , Joey Huchette

In this paper, we study the \emph{sparse integer least squares problem} (SILS), an NP-hard variant of least squares with sparse $\{0, \pm 1\}$-vectors. We propose an $\ell_1$-based SDP relaxation, and a randomized algorithm for SILS, which…

Optimization and Control · Mathematics 2026-05-19 Alberto Del Pia , Dekun Zhou

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

Statistics Theory · Mathematics 2016-04-27 Yash Deshpande , Andrea Montanari

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Machine Learning · Computer Science 2019-04-19 Jicong Fan , Tommy W. S. Chow

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

Numerical Analysis · Mathematics 2019-07-12 Jared Tanner , Andrew Thompson , Simon Vary

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Optimization and Control · Mathematics 2014-01-08 Daniel Axehill