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Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis (PCA) and the calculation of truncated singular value decompositions (SVD). The present…

Computation · Statistics 2017-01-02 Arthur Szlam , Yuval Kluger , Mark Tygert

We explore the physical implications of applying principal component analysis (PCA) to translationally invariant classical systems defined on a $d$-dimensional hypercubic lattice. Using Rayleigh-Schr\"odinger perturbation theory, we…

Statistical Mechanics · Physics 2025-04-08 Su-Chan Park

Principle Component Analysis PCA is a classical feature extraction and data representation technique widely used in pattern recognition. It is one of the most successful techniques in face recognition. But it has drawback of high…

Computer Vision and Pattern Recognition · Computer Science 2012-06-26 Manal Abdullah , Majda Wazzan , Sahar Bo-saeed

Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditional on the sensitive attributes, match one another.…

Machine Learning · Statistics 2023-10-31 Junghyun Lee , Hanseul Cho , Se-Young Yun , Chulhee Yun

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

Principal component analysis is a widely-used method for the dimensionality reduction of a given data set in a high-dimensional Euclidean space. Here we define and analyze two analogues of principal component analysis in the setting of…

Combinatorics · Mathematics 2017-10-17 Ruriko Yoshida , Leon Zhang , Xu Zhang

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Principal component analysis (PCA) is a widely used dimension reduction method, but its performance is known to be non-robust to outliers. Recently, product-PCA (PPCA) has been shown to possess the efficiency-loss free ordering-robustness…

Statistics Theory · Mathematics 2024-12-17 Hung Hung , Chi-Chun Yeh , Su-Yun Huang

In many CAD-based applications, complex geometries are defined by a high number of design parameters. This leads to high-dimensional design spaces that are challenging for downstream engineering processes like simulations, optimization, and…

Machine Learning · Computer Science 2026-03-24 Alexander Köhler , Michael Breuß

Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

Applications · Statistics 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

Statistics Theory · Mathematics 2016-03-10 Alberto Ohashi , Alexandre B Simas

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Sungho Shin , Alex D. Smith , S. Joe Qin , Victor M. Zavala

Principal Component Analysis (PCA) is a widely used technique in exploratory data analysis, visualization, and data preprocessing, leveraging the concept of variance to identify key dimensions in datasets. In this study, we focus on the…

Applications · Statistics 2024-07-03 Reza Dastranj , Martin Kolar

We introduce the use of two machine learning algorithms to create an empirical model of an experimental apparatus, which is able to reduce the number of measurements necessary for generic optimisation tasks exponentially as compared to…

Quantum Physics · Physics 2020-05-20 Pascal Kobel , Martin Link , Michael Köhl

In 2019, Yoshida et al. developed tropical Principal Component Analysis (PCA), that is, an analogue of the classical PCA in the setting of tropical geometry and applied it to visualize a set of gene trees over a space of phylogenetic trees…

Combinatorics · Mathematics 2025-05-23 Ruriko Yoshida

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

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