Related papers: Robust Principal Component Analysis for Modal Deco…
The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…
Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…
This work proposes a causal and recursive algorithm for solving the "robust" principal components' analysis (PCA) problem. We primarily focus on robustness to correlated outliers. In recent work, we proposed a new way to look at this…
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…
Modal decomposition techniques are showing a fast growth in popularity for their good properties as data-driven tools. There are several modal decomposition techniques, yet Proper Orthogonal Decomposition (POD) and Dynamic Mode…
A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…
Deep unfolded neural networks are designed by unrolling the iterations of optimization algorithms. They can be shown to achieve faster convergence and higher accuracy than their optimization counterparts. This paper proposes a new…
This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low…
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…
Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…
Principal Component Analysis (PCA) via Singular Value Decomposition (SVD) of large datasets is an adaptive exploratory method to uncover natural patterns underlying the data. Several recent applications of the PCA-SVD to event-by-event…
Infrared small target detection plays a vital role in remote sensing, industrial monitoring, and various civilian applications. Despite recent progress powered by deep learning, many end-to-end convolutional models tend to pursue…
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…
In autonomous driving, radar systems play an important role in detecting targets such as other vehicles on the road. Radars mounted on different cars can interfere with each other, degrading the detection performance. Deep learning methods…
Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…
Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…
Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…
We present an unsupervised learning analysis of correlation hierarchies in the quarter-filled simple and extended Hubbard models by applying principal component analysis (PCA) to exact-diagonalization (ED) data on 3x4 and 4x4 cylindrical…
The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…
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…