Related papers: Rotated spectral principal component analysis (rsP…
Remote sensing observations, products and simulations are fundamental sources of information to monitor our planet and its climate variability. Uncovering the main modes of spatial and temporal variability in Earth data is essential to…
The Earth's climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…
The recent work by (Rieger et al 2021) is concerned with the problem of extracting features from spatio-temporal geophysical signals. The authors introduce the complex rotated MCA (xMCA) to deal with lagged effects and non-orthogonality of…
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…
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…
In this paper, we propose a new method to perform Sparse Kernel Principal Component Analysis (SKPCA) and also mathematically analyze the validity of SKPCA. We formulate SKPCA as a constrained optimization problem with elastic net…
Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…
Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…
Robust tensor principal component analysis (RTPCA) can separate the low-rank component and sparse component from multidimensional data, which has been used successfully in several image applications. Its performance varies with different…
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.…
High-dimensional data often exhibit dependencies among variables that violate the isotropic-noise assumption under which principal component analysis (PCA) is optimal. For cases where the noise is not independent and identically distributed…
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…
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…
We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
Soil moisture (SM) is a key state variable of the hydrological cycle, needed to monitor the effects of a changing climate on natural resources. Soil moisture is highly variable in space and time, presenting seasonalities, anomalies and…
Doppler radars are routinely used for the remote sensing of oceanic surface currents and atmospheric wind profiles. Even though they operate at different frequencies and address different media, they follow very similar processing for the…