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We develop two methods for the following fundamental statistical task: given an $\epsilon$-corrupted set of $n$ samples from a $d$-dimensional sub-Gaussian distribution, return an approximate top eigenvector of the covariance matrix. Our…

Data Structures and Algorithms · Computer Science 2020-06-15 Arun Jambulapati , Jerry Li , Kevin Tian

We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

Numerical Analysis · Mathematics 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

In this paper, we develop a new classification method for manifold-valued data in the framework of probabilistic learning vector quantization. In many classification scenarios, the data can be naturally represented by symmetric positive…

Machine Learning · Computer Science 2021-02-02 Fengzhen Tang , Haifeng Feng , Peter Tino , Bailu Si , Daxiong Ji

Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Sayantani Datta , M. Saleem , K. G. Arun , B. S. Sathyaprakash

Measuring the similarity between data points often requires domain knowledge, which can in parts be compensated by relying on unsupervised methods such as latent-variable models, where similarity/distance is estimated in a more compact…

Machine Learning · Statistics 2020-08-13 Nutan Chen , Alexej Klushyn , Francesco Ferroni , Justin Bayer , Patrick van der Smagt

Most existing manifold dimension estimators rely on the assumption that the underlying manifold is locally flat within the neighborhoods under consideration. More recently, curvature-adjusted principal component analysis (CA-PCA) has…

Machine Learning · Statistics 2026-05-15 Zelong Bi , Pierre Lafaye de Micheaux

Distributed Principal Component Analysis (PCA) has been studied to deal with the case when data are stored across multiple machines and communication cost or privacy concerns prohibit the computation of PCA in a central location. However,…

Computation · Statistics 2022-05-02 Yong He , Zichen Liu , Yalin Wang

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

Machine Learning · Computer Science 2025-12-01 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local…

Data Analysis, Statistics and Probability · Physics 2013-12-09 Daniel N. Kaslovsky , Francois G. Meyer

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…

Cryptography and Security · Computer Science 2024-02-06 Xirong Ma

A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron

Information geometry uses the formal tools of differential geometry to describe the space of probability distributions as a Riemannian manifold with an additional dual structure. The formal equivalence of compositional data with discrete…

Statistics Theory · Mathematics 2021-04-28 Ionas Erb , Nihat Ay

There are several cutting edge applications needing PCA methods for data on tori and we propose a novel torus-PCA method with important properties that can be generally applied. There are two existing general methods: tangent space PCA and…

Methodology · Statistics 2015-11-17 Benjamin Eltzner , Stephan Huckemann , Kanti V. Mardia

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

High-dimensional image data often require dimensionality reduction before further analysis. This paper provides a purely analytical comparison of two linear techniques-Principal Component Analysis (PCA) and Singular Value Decomposition…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Michael Gyimadu , Gregory Bell , Ph. D

A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of various phenomena in ecology and astronomy, as well as in…

Methodology · Statistics 2021-10-12 Pavlos Zoubouloglou , Eduardo García-Portugués , J. S. Marron

It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…

Nuclear Theory · Physics 2020-12-01 Igor Altsybeev

The real symplectic Stiefel manifold is the manifold of symplectic bases of symplectic subspaces of a fixed dimension. It features in a large variety of applications in physics and engineering. In this work, we study this manifold with the…

Differential Geometry · Mathematics 2021-08-31 Thomas Bendokat , Ralf Zimmermann