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We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Statistics Theory · Mathematics 2026-05-19 Yuan Liao , Xin Tong , Wanjie Wang , Dacheng Xiu

In this paper, we attempt to study the conditioning of the Spherical Harmonic Matrix (SHM), which is widely used in the discrete, limited order orthogonal representation of sound fields. SHM's has been widely used in the audio applications…

Audio and Speech Processing · Electrical Eng. & Systems 2018-03-07 C Sandeep Reddy , Rajesh M Hegde

This paper introduces a new unsupervised method for dimensionality reduction via regression (DRR). The algorithm belongs to the family of invertible transforms that generalize Principal Component Analysis (PCA) by using curvilinear instead…

Machine Learning · Statistics 2016-02-02 Valero Laparra , Jesus Malo , Gustau Camps-Valls

We explore the use of principal component analysis (PCA) to characterize high-fidelity simulations and interferometric observations of the millimeter emission that originates near the horizons of accreting black holes. We show…

Instrumentation and Methods for Astrophysics · Physics 2018-09-05 Lia Medeiros , Tod R. Lauer , Dimitrios Psaltis , Feryal Özel

As spatial audio is enjoying a surge in popularity, data-driven machine learning techniques that have been proven successful in other domains are increasingly used to process head-related transfer function measurements. However, these…

Audio and Speech Processing · Electrical Eng. & Systems 2022-12-09 Johan Pauwels , Lorenzo Picinali

Accurate reconstruction of HRTFs is important in the development of high quality binaural sound synthesis systems. Conventionally, minimum phase HRTF model development for reconstruction of HRTFs has been limited to minimum phase-pure delay…

Audio and Speech Processing · Electrical Eng. & Systems 2018-04-04 Sandeep Reddy C , Rajesh M Hegde

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

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Applications · Statistics 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Methodology · Statistics 2025-10-01 Wenhui Wu , Changchun Shang , Jianhua Zhao , Xuan Ma , Yue Wang

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

Many multi-microphone speech enhancement algorithms require the relative transfer function (RTF) vector of the desired speech source, relating the acoustic transfer functions of all array microphones to a reference microphone. In this…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-22 N. Gößling , S. Doclo

This paper addresses the problem of binaural localization of a single speech source in noisy and reverberant environments. For a given binaural microphone setup, the binaural response corresponding to the direct-path propagation of a single…

Sound · Computer Science 2016-09-08 Xiaofei Li , Laurent Girin , Radu Horaud , Sharon Gannot

Head-related transfer functions (HRTFs) are important for immersive audio, and their spatial interpolation has been studied to upsample finite measurements. Recently, neural fields (NFs) which map from sound source direction to HRTF have…

Audio and Speech Processing · Electrical Eng. & Systems 2024-02-29 Yoshiki Masuyama , Gordon Wichern , François G. Germain , Zexu Pan , Sameer Khurana , Chiori Hori , Jonathan Le Roux

In the realm of deep learning, spatial attention mechanisms have emerged as a vital method for enhancing the performance of convolutional neural networks. However, these mechanisms possess inherent limitations that cannot be overlooked.…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Xin Zhang , Chen Liu , Degang Yang , Tingting Song , Yichen Ye , Ke Li , Yingze Song

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

This paper introduces a multi-microphone method for extracting a desired speaker from a mixture involving multiple speakers and directional noise in a reverberant environment. In this work, we propose leveraging the instantaneous relative…

Sound · Computer Science 2025-02-11 Aviad Eisenberg , Sharon Gannot , Shlomo E. Chazan
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