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This chapter describes gene expression analysis by Singular Value Decomposition (SVD), emphasizing initial characterization of the data. We describe SVD methods for visualization of gene expression data, representation of the data using a…

Biological Physics · Physics 2007-05-23 Michael E. Wall , Andreas Rechtsteiner , Luis M. Rocha

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

Machine Learning · Statistics 2019-03-13 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

Principal component analysis (PCA) is traditionally implemented through a covariance or kernel matrix, leading-eigenvector extraction, and hard rank-$k$ projection. These steps can be computationally costly in high-dimensional and…

Quantum Physics · Physics 2026-05-28 Yewei Yuan , Michele Minervini , Mark M. Wilde , Nana Liu

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

Methodology · Statistics 2022-09-14 Haiyan Jiang , Shanshan Qin , Oscar Hernan Madrid Padilla

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

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

Information Theory · Computer Science 2023-07-07 Elad Romanov

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

A relaxed two dimensional principal component analysis (R2DPCA) approach is proposed for face recognition. Different to the 2DPCA, 2DPCA-$L_1$ and G2DPCA, the R2DPCA utilizes the label information (if known) of training samples to calculate…

Computer Vision and Pattern Recognition · Computer Science 2020-10-06 Xiao Chen , Zhi-Gang Jia , Yunfeng Cai , Mei-Xiang Zhao

The robust low-rank tensor completion problem addresses the challenge of recovering corrupted high-dimensional tensor data with missing entries, outliers, and sparse noise commonly found in real-world applications. Existing methodologies…

Machine Learning · Statistics 2026-04-16 Biswarup Karmakar , Ratikanta Behera

This paper proposes a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of…

Machine Learning · Computer Science 2019-11-15 Hideaki Hayashi , Taro Shibanoki , Keisuke Shima , Yuichi Kurita , Toshio Tsuji

In this paper, we propose a non-convex formulation to recover the authentic structure from the corrupted real data. Typically, the specific structure is assumed to be low rank, which holds for a wide range of data, such as images and…

Computer Vision and Pattern Recognition · Computer Science 2016-08-23 Jing Wang , Meng Wang , Xuegang Hu , Shuicheng Yan

Terahertz (THz) systems inherently introduce frequency-dependent degradation effects, resulting in low-frequency blurring and high-frequency noise in amplitude images. Conventional image processing techniques cannot simultaneously address…

Computer Vision and Pattern Recognition · Computer Science 2026-02-25 Pengfei Zhu , Stefano Sfarra , Hai Zhang , Carlo Santulli , Elana Pivarciova , Fabrizio Sarasini , Xavier Maldague

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well in…

Methodology · Statistics 2021-01-19 Guangxing Wang , Sisheng Liu , Fang Han , Chongzhi Di

Singular-Value Decomposition (SVD) is a ubiquitous data analysis method in engineering, science, and statistics. Singular-value estimation, in particular, is of critical importance in an array of engineering applications, such as channel…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Duc Le , Panos P. Markopoulos

In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…

Machine Learning · Computer Science 2012-10-01 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

Tensors provide a robust framework for managing high-dimensional data. Consequently, tensor analysis has emerged as an active research area in various domains, including machine learning, signal processing, computer vision, graph analysis,…

Computation · Statistics 2025-10-01 Michele Gallo