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Clustering is a core task in machine learning with wide-ranging applications in data mining and pattern recognition. However, its unsupervised nature makes it inherently challenging. Many existing clustering algorithms suffer from critical…

Machine Learning · Computer Science 2025-07-29 Ahmed Shokry , Ayman Khalafallah

Principal component analysis (PCA) is a commonly used pattern analysis method that maps high-dimensional data into a lower-dimensional space maximizing the data variance, that results in the promotion of separability of data. Inspired by…

Signal Processing · Electrical Eng. & Systems 2022-06-20 Xiaoqiang Hua , Yusuke Ono , Linyu Peng , Yuting Xu

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…

Methodology · Statistics 2015-09-25 E. Schmitt , K. Vakili

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

We propose an empirical method for identifying low damped modes and corresponding mode shapes using frequency measurements from a Wide Area Monitoring System. The method consists of two main steps: Firstly, Complex Principal Component…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Hallvar Haugdal , Kjetil Uhlen

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever…

Machine Learning · Statistics 2013-10-21 Jerónimo Arenas-García , Kaare Brandt Petersen , Gustavo Camps-Valls , Lars Kai Hansen

Modeling cross-sectional correlations between thousands of stocks, across countries and industries, can be challenging. In this paper, we demonstrate the advantages of using Hierarchical Principal Component Analysis (HPCA) over the classic…

Mathematical Finance · Quantitative Finance 2020-10-09 Marco Avellaneda , Juan Andrés Serur

I develop a feasible weighted projected principal component (FPPC) analysis for factor models in which observable characteristics partially explain the latent factors. This novel method provides more efficient and accurate estimators than…

Econometrics · Economics 2022-05-23 Sung Hoon Choi

Unsupervised learning techniques in computer vision often require learning latent representations, such as low-dimensional linear and non-linear subspaces. Noise and outliers in the data can frustrate these approaches by obscuring the…

An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…

Computation · Statistics 2012-11-09 Aaron F. McDaid , Thomas Brendan Murphy , Nial Friel , Neil J Hurley

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

This paper concerns the critical decision process of extracting or selecting the features before applying a clustering algorithm. It is not obvious to evaluate the importance of the features since the most popular methods to do it are…

Machine Learning · Computer Science 2021-11-23 Jean-Sebastien Dessureault , Daniel Massicotte

In this paper, we investigate the uplink transmission performance of low-power wide-area (LPWA) networks with regards to coexisting radio modules. We adopt long range (LoRa) radio technique as an example of the network of focus even though…

Information Theory · Computer Science 2019-06-03 Zhijin Qin , Yuanwei Liu , Geoffrey Ye Li , Julie A. McCann

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

For multivariate data, tandem clustering is a well-known technique aiming to improve cluster identification through initial dimension reduction. Nevertheless, the usual approach using principal component analysis (PCA) has been criticized…

Methodology · Statistics 2024-03-26 Andreas Alfons , Aurore Archimbaud , Klaus Nordhausen , Anne Ruiz-Gazen

Robust tensor principal component analysis (RTPCA) can separate the low-rank component and sparse component from multidimensional data, which has been used successfully in several image applications. Its performance varies with different…

Computer Vision and Pattern Recognition · Computer Science 2020-11-11 Shenghan Wang , Yipeng Liu , Lanlan Feng , Ce Zhu
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