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We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Machine Learning · Computer Science 2020-06-09 Maksim Elizarev , Andrei Mukhin , Aleksey Khlyupin

Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and…

Machine Learning · Computer Science 2025-10-22 Jan Quan , Johan Suykens , Panagiotis Patrinos

Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…

Statistics Theory · Mathematics 2019-12-17 Arvind Prasadan , Raj Rao Nadakuditi , Debashis Paul

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

Machine Learning · Statistics 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

Astrophysics · Physics 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

PCA is widely used in health and care research to analyze complex HD datasets, such as patient health records, genetic data, and medical imaging. By reducing dimensionality, PCA helps identify key patterns and trends, which can aid in…

Methodology · Statistics 2025-04-01 Nuwan Weeraratne , Lyn Hunt , Jason Kurz

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…

Astrophysics · Physics 2007-05-23 Paul J. Francis , Beverley J. Wills

Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…

Applications · Statistics 2016-03-18 Yuan Wang , Kamran Paynabar , Yajun Mei

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu

This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…

Machine Learning · Statistics 2022-09-13 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

Capturing patterns of variation present in a dataset is important in exploratory data analysis and unsupervised learning. Contrastive dimension reduction methods, such as contrastive principal component analysis (cPCA), find patterns unique…

Machine Learning · Computer Science 2021-04-19 Robin Tu , Alexander H. Foss , Sihai D. Zhao

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…

Nuclear Theory · Physics 2020-12-01 Igor Altsybeev

A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron
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