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Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

Principal components analysis (PCA) is a fundamental algorithm in data analysis. Its memory-restricted online versions are useful in many modern applications, where the data are too large to fit in memory, or when data arrive as a stream of…

Machine Learning · Computer Science 2023-06-08 Roy Mitz , Yoel Shkolnisky

The reliable operation of automatic systems is heavily dependent on the ability to detect faults in the underlying dynamical system. While traditional model-based methods have been widely used for fault detection, data-driven approaches…

Machine Learning · Statistics 2023-06-27 Zachary Morrison , Benjamin P. Russo , Yingzhao Lian , Rushikesh Kamalapurkar

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

Computational Physics · Physics 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…

Methodology · Statistics 2012-02-14 Carlos A. Alfaro , Burcu Aydın , Elizabeth Bullitt , Alim Ladha , Carlos E. Valencia

Model-independent analysis (MIA) methods are generally useful for analysing complex systems in which relationships between the observables are non-trivial and noise is present. Principle Component Analysis (PCA) is one of MIA methods…

Accelerator Physics · Physics 2015-06-17 Y. I. Kim , S. T. Boogert , Y. Honda , A. Lyapin , H. Park , N. Terunuma , T. Tauchi , J. Urakawa

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Applications · Statistics 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

Most of machine learning deals with vector parameters. Ideally we would like to take higher order information into account and make use of matrix or even tensor parameters. However the resulting algorithms are usually inefficient. Here we…

Machine Learning · Computer Science 2015-07-27 Wojciech Kotłowski , Manfred K. Warmuth

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

This paper studies the principal component (PC) method-based estimation of weak factor models with sparse loadings. We uncover an intrinsic near-sparsity preservation property for the PC estimators of loadings, which comes from the…

Econometrics · Economics 2024-11-08 Jie Wei , Yonghui Zhang

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

Biomolecules · Quantitative Biology 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Data collection often results in records that have missing values or variables. This investigation compares 3 different data imputation models and identifies their merits by using accuracy measures. Autoencoder Neural Networks, Principal…

Artificial Intelligence · Computer Science 2007-09-18 Vukosi N. Marivate , Fulufhelo V. Nelwamodo , Tshilidzi Marwala

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao

We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…

Machine Learning · Statistics 2013-07-02 Ioannis Mitliagkas , Constantine Caramanis , Prateek Jain

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

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

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes