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Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of…

Machine Learning · Statistics 2016-03-22 John P. Cunningham , Zoubin Ghahramani

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

We examine the problem of selecting a small set of linear measurements for reconstructing high-dimensional signals. Well-established methods for optimizing such measurements include principal component analysis (PCA), independent component…

Computer Vision and Pattern Recognition · Computer Science 2025-08-06 Ling-Qi Zhang , Zahra Kadkhodaie , Eero P. Simoncelli , David H. Brainard

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Kernel Principal Component Analysis (KPCA) is a popular dimensionality reduction technique with a wide range of applications. However, it suffers from the problem of poor scalability. Various approximation methods have been proposed in the…

Machine Learning · Computer Science 2017-12-13 Deena P. Francis , Kumudha Raimond

In response to the need for learning tools tuned to big data analytics, the present paper introduces a framework for efficient clustering of huge sets of (possibly high-dimensional) data. Building on random sampling and consensus (RANSAC)…

Machine Learning · Statistics 2016-11-17 Panagiotis A. Traganitis , Konstantinos Slavakis , Georgios B. Giannakis

In this paper, we explore the limitations of PCA as a dimension reduction technique and study its extension, projection pursuit (PP), which is a broad class of linear dimension reduction methods. We first discuss the relevant concepts and…

Methodology · Statistics 2022-10-17 Elvis Han Cui , Heather Zhou

This paper compares two neural network input selection schemes, the Principal Component Analysis (PCA) and the Automatic Relevance Determination (ARD) based on Mac-Kay's evidence framework. The PCA takes all the input data and projects it…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 L. Mdlazi , T. Marwala , C. J. Stander , C. Scheffer , P. S. Heyns

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

Machine Learning · Computer Science 2015-03-16 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail

We study distributed principal component analysis (PCA) in high-dimensional settings under the spiked model. In such regimes, sample eigenvectors can deviate significantly from population ones, introducing a persistent bias. Existing…

Methodology · Statistics 2025-05-29 Weiming Li , Zeng Li , Siyu Wang , Yanqing Yin , Junpeng Zhu

We study high-dimensional two-sample mean comparison and address the curse of dimensionality through data-adaptive projections. Leveraging the low-dimensional and localized signal structures commonly seen in single-cell genomics data, our…

Methodology · Statistics 2025-06-12 Tianyu Zhang , Jing Lei , Kathryn Roeder

Dimensionality reduction is an important operation in information visualization, feature extraction, clustering, regression, and classification, especially for processing noisy high dimensional data. However, most existing approaches…

Machine Learning · Computer Science 2020-03-26 Zhenhua Shi , Dongrui Wu , Jian Huang , Yu-Kai Wang , Chin-Teng Lin

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

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

Even with the rise in popularity of over-parameterized models, simple dimensionality reduction and clustering methods, such as PCA and k-means, are still routinely used in an amazing variety of settings. A primary reason is the combination…

Methodology · Statistics 2020-09-08 Debolina Paul , Saptarshi Chakraborty , Didong Li , David Dunson

We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and…

Statistics Theory · Mathematics 2023-05-11 Fengnan Gao , Tengyao Wang
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