English
Related papers

Related papers: Online Distributed Estimation of Principal Eigensp…

200 papers

Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…

Statistics Theory · Mathematics 2009-01-22 Boaz Nadler

Principal component analysis is a multivariate statistical method frequently used in science and engineering to reduce the dimension of a problem or extract the most significant features from a dataset. In this paper, using a similar notion…

Quantum Physics · Physics 2016-11-09 Anmer Daskin

Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Shen Li , Bryan Hooi

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…

Machine Learning · Statistics 2020-09-08 Andrew J. Landgraf , Yoonkyung Lee

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…

Optimization and Control · Mathematics 2017-07-11 Christopher De Sa , Bryan He , Ioannis Mitliagkas , Christopher Ré , Peng Xu

Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual…

Machine Learning · Computer Science 2024-05-30 Fangshuo Liao , Junhyung Lyle Kim , Cruz Barnum , Anastasios Kyrillidis

Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for…

Statistics Theory · Mathematics 2024-09-30 T. Tony Cai , Dong Xia , Mengyue Zha

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the…

Statistics Theory · Mathematics 2023-05-01 Teng Zhang , Haoyi Yang , Lingzhou Xue

We seek a generalization of regression and principle component analysis (PCA) in a metric space where data points are distributions metrized by the Wasserstein metric. We recast these analyses as multimarginal optimal transport problems.…

Optimization and Control · Mathematics 2020-04-20 Amirhossein Karimi , Luigia Ripani , Tryphon T. Georgiou

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

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

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

This work studies the problem of sequentially recovering a sparse vector $x_t$ and a vector from a low-dimensional subspace $l_t$ from knowledge of their sum $m_t = x_t + l_t$. If the primary goal is to recover the low-dimensional subspace…

Information Theory · Computer Science 2015-05-12 Brian Lois , Namrata Vaswani

Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…

Machine Learning · Computer Science 2025-03-04 Junhui Shen , Aaron J. Davis , Ding Lu , Zhaojun Bai