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Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

We analyse the prediction error of principal component regression (PCR) and prove non-asymptotic upper bounds for the corresponding squared risk. Under mild assumptions, we show that PCR performs as well as the oracle method obtained by…

Statistics Theory · Mathematics 2019-04-17 Martin Wahl

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

Computation · Statistics 2018-11-06 Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

The performance of computer vision models are susceptible to unexpected changes in input images caused by sensor errors or extreme imaging environments, known as common corruptions (e.g. noise, blur, illumination changes). These corruptions…

Computer Vision and Pattern Recognition · Computer Science 2024-09-17 Shunxin Wang , Raymond Veldhuis , Christoph Brune , Nicola Strisciuglio

We tackle here a specific, still not widely addressed aspect, of AI robustness, which consists of seeking invariance / insensitivity of model performance to hidden factors of variations in the data. Towards this end, we employ a two step…

Machine Learning · Computer Science 2022-03-04 William Paul , Philippe Burlina

Principal component analysis is an important dimension reduction technique in machine learning. In [S. Lloyd, M. Mohseni and P. Rebentrost, Nature Physics 10, 631-633, (2014)], a quantum algorithm to implement principal component analysis…

Quantum Physics · Physics 2019-04-09 Changpeng Shao

In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…

Statistics Theory · Mathematics 2012-06-04 Karim Lounici

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…

Neural and Evolutionary Computing · Computer Science 2021-05-12 Yangjie Mei , Hao Wang

This work tackles an intriguing and fundamental open challenge in representation learning: Given a well-trained deep learning model, can it be reprogrammed to enhance its robustness against adversarial or noisy input perturbations without…

Machine Learning · Computer Science 2024-10-08 Zhichao Hou , MohamadAli Torkamani , Hamid Krim , Xiaorui Liu

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Machine Learning · Statistics 2023-08-07 Fan Chen , Karl Rohe

This paper establishes bounds on the predictive performance of empirical risk minimization for principal component regression. Our analysis is nonparametric, in the sense that the relation between the prediction target and the predictors is…

Econometrics · Economics 2024-09-18 Christian Brownlees , Guðmundur Stefán Guðmundsson , Yaping Wang

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…

Optimization and Control · Mathematics 2024-10-04 Hao Hao , Peter Zhang

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

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

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng

Multidimensional functional data streams arise in diverse scientific fields, yet their analysis poses significant challenges. We propose a novel online framework for functional principal component analysis that enables efficient and…

Methodology · Statistics 2025-05-06 Muye Nanshan , Nan Zhang , Jiguo Cao

In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…