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Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

In this paper, we introduce new algorithms for Principal Component Analysis (PCA) with outliers. Utilizing techniques from computational geometry, specifically higher-degree Voronoi diagrams, we navigate to the optimal subspace for PCA even…

Machine Learning · Computer Science 2025-10-07 Sajjad Hashemian , Mohammad Saeed Arvenaghi , Ebrahim Ardeshir-Larijani

This paper presents an algebro-geometric solution to the problem of segmenting an unknown number of subspaces of unknown and varying dimensions from sample data points. We represent the subspaces with a set of homogeneous polynomials whose…

Computer Vision and Pattern Recognition · Computer Science 2012-02-20 Rene Vidal , Yi Ma , Shankar Sastry

Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson

Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of linearly uncorrelated variables via an orthogonal…

Optimization and Control · Mathematics 2024-03-06 Xin Liang , Zhen-Chen Guo , Li Wang , Ren-Cang Li , Wen-Wei Lin

We consider the 2-Wasserstein space of probability measures supported on the unit-circle, and propose a framework for Principal Component Analysis (PCA) for data living in such a space. We build on a detailed investigation of the optimal…

Methodology · Statistics 2023-04-06 Mario Beraha , Matteo Pegoraro

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…

Machine Learning · Computer Science 2014-12-24 Maria-Florina Balcan , Vandana Kanchanapally , Yingyu Liang , David Woodruff

Approximating invariant subspaces of generalized eigenvalue problems (GEPs) is a fundamental computational problem at the core of machine learning and scientific computing. It is, for example, the root of Principal Component Analysis (PCA)…

Data Structures and Algorithms · Computer Science 2024-10-30 Aleksandros Sobczyk , Marko Mladenović , Mathieu Luisier

This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning, which is a…

Machine Learning · Statistics 2023-04-07 Hideaki Ishibashi , Shotaro Akaho

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

In this paper we demonstrate how sub-Riemannian geometry can be used for manifold learning and surface reconstruction by combining local linear approximations of a point cloud to obtain lower dimensional bundles. Local approximations…

Methodology · Statistics 2023-07-07 Morten Akhøj , James Benn , Erlend Grong , Stefan Sommer , Xavier Pennec

We develop a rigorous theoretical framework for principal manifold estimation that recovers a latent low-dimensional manifold from a point cloud observed in a high-dimensional ambient space. Our framework accommodates manifolds with…

Statistics Theory · Mathematics 2026-04-07 Kun Meng , Christopher Perez

In this work we develop a novel and foundational framework for analyzing general Riemannian functional data, in particular a new development of tensor Hilbert spaces along curves on a manifold. Such spaces enable us to derive Karhunen-Loeve…

Statistics Theory · Mathematics 2019-11-07 Zhenhua Lin , Fang Yao

Principal component analysis (PCA) is a popular tool for linear dimensionality reduction and feature extraction. Kernel PCA is the nonlinear form of PCA, which better exploits the complicated spatial structure of high-dimensional features.…

Computer Vision and Pattern Recognition · Computer Science 2014-09-02 Quan Wang

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Astrophysics · Physics 2007-09-12 Jochen Einbeck , Ludger Evers , Coryn Bailer-Jones

Linear discriminant analysis (LDA) is a widely used algorithm in machine learning to extract a low-dimensional representation of high-dimensional data, it features to find the orthogonal discriminant projection subspace by using the Fisher…

Machine Learning · Computer Science 2021-07-21 Wanguang Yin , Zhengming Ma , Quanying Liu

Phylogenetic analysis of DNA or other data commonly gives rise to a collection or sample of inferred evolutionary trees. Principal Components Analysis (PCA) cannot be applied directly to collections of trees since the space of evolutionary…

Statistics Theory · Mathematics 2012-02-24 Tom M. W. Nye

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

Statistics Theory · Mathematics 2017-04-03 Ilaria Giulini