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Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

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

Identification of the current and expected future pollution sources to rivers is crucial for sound environmental management. For this purpose numerous approaches were proposed that can be clustered under physical based models, stable…

Applications · Statistics 2022-04-29 Güray Hatipoğlu

We present a simple framework to easily pre-select the most essential data for accurately forecasting the concentration of the pollutant PM$_{10}$, based on pollutants observations for the years 2002 until 2006 in the metropolitan region of…

Atmospheric and Oceanic Physics · Physics 2014-11-05 Ana Russo , Pedro G. Lind , Frank Raischel , Ricardo Trigo , Manuel Mendes

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…

Machine Learning · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

Air pollution is a major global health hazard, with fine particulate matter (PM10) linked to severe respiratory and cardiovascular diseases. Hence, analyzing and clustering spatio-temporal air quality data is crucial for understanding…

Methodology · Statistics 2025-06-02 Luca Aiello , Raffaele Argiento , Sirio Legramanti , Lucia Paci

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

Air pollution remains a critical environmental and public health challenge, demanding high-resolution spatial data to better understand its spatial distribution and impacts. This study addresses the challenges of conducting multivariate…

Applications · Statistics 2025-03-18 Fernando Rodriguez Avellaneda , Erick A. Chacón-Montalván , Paula Moraga

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

Machine learning (ML) methods have proved to be a very successful tool in physical sciences, especially when applied to experimental data analysis. Artificial intelligence is particularly good at recognizing patterns in high dimensional…

Materials Science · Physics 2022-08-19 T. Tula , G. Möller , J. Quintanilla , S. R. Giblin , A. D. Hillier , E. E. McCabe , S. Ramos , D. S. Barker , S. Gibson

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

The success of machine learning models relies heavily on effectively representing high-dimensional data. However, ensuring data representations capture human-understandable concepts remains difficult, often requiring the incorporation of…

Machine Learning · Statistics 2024-11-01 Jiayu Su , David A. Knowles , Raul Rabadan

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

This paper examines in detail the geometric structure of principal component analysis (PCA) by considering in detail the distributions of both unrotated and rotated MNIST digits in the space defined by the lowest order PCA components. Since…

Machine Learning · Computer Science 2025-10-02 David Yevick , Karolina Hutchison

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…

Computation · Statistics 2019-01-14 Holger Cevallos-Valdiviezo , Stefan Van Aelst

Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu