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The $k$-principal component analysis ($k$-PCA) problem is a fundamental algorithmic primitive that is widely-used in data analysis and dimensionality reduction applications. In statistical settings, the goal of $k$-PCA is to identify a top…

Numerical Analysis · Mathematics 2024-06-12 Arun Jambulapati , Syamantak Kumar , Jerry Li , Shourya Pandey , Ankit Pensia , Kevin Tian

Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited…

Machine Learning · Statistics 2021-05-20 Nicholas Sterge , Bharath Sriperumbudur

We propose kernel PCA as a method for analyzing the dependence structure of multivariate extremes and demonstrate that it can be a powerful tool for clustering and dimension reduction. Our work provides some theoretical insight into the…

Machine Learning · Statistics 2022-11-28 Marco Avella-Medina , Richard A. Davis , Gennady Samorodnitsky

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Machine Learning · Computer Science 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo

Kernel canonical correlation analysis (KCCA) is a nonlinear multi-view representation learning technique with broad applicability in statistics and machine learning. Although there is a closed-form solution for the KCCA objective, it…

Machine Learning · Computer Science 2016-03-01 Weiran Wang , Karen Livescu

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Additive principal components (APCs for short) are a nonlinear generalization of linear principal components. We focus on smallest APCs to describe additive nonlinear constraints that are approximately satisfied by the data. Thus APCs fit…

Methodology · Statistics 2015-11-24 Xin Lu Tan , Andreas Buja , Zongming Ma

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…

Machine Learning · Computer Science 2016-02-09 Tomer Michaeli , Weiran Wang , Karen Livescu

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

In recent work, robust Principal Components Analysis (PCA) has been posed as a problem of recovering a low-rank matrix $\mathbf{L}$ and a sparse matrix $\mathbf{S}$ from their sum, $\mathbf{M}:= \mathbf{L} + \mathbf{S}$ and a provably exact…

Information Theory · Computer Science 2023-07-19 Jinchun Zhan , Namrata Vaswani

This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based…

Machine Learning · Computer Science 2019-07-22 Canyi Lu , Pan Zhou

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…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…

Machine Learning · Computer Science 2023-03-09 Yichuan Deng , Zhao Song , Zifan Wang , Han Zhang

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Purpose: To introduce, develop, and evaluate a novel denoising technique for diffusion MRI that leverages non-linear redundancy in the data to boost the SNR while preserving signal information. Methods: We exploit non-linear redundancy of…

This paper presents a practical, and theoretically well-founded, approach to improve the speed of kernel manifold learning algorithms relying on spectral decomposition. Utilizing recent insights in kernel smoothing and learning with…

Machine Learning · Statistics 2015-07-28 Hassan A. Kingravi , Patricio A. Vela , Alexandar Gray

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…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan