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We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Methodology · Statistics 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

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

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…

Machine Learning · Statistics 2023-08-07 Fan Chen , Karl Rohe

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

Methodology · Statistics 2024-09-24 Elynn Chen , Yuefeng Han , Jiayu Li

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the…

Machine Learning · Computer Science 2024-08-06 Anish Agarwal , Keegan Harris , Justin Whitehouse , Zhiwei Steven Wu

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

The performance of modern machine learning algorithms depends upon the selection of a set of hyperparameters. Common examples of hyperparameters are learning rate and the number of layers in a dense neural network. Auto-ML is a branch of…

Machine Learning · Computer Science 2024-01-01 Joshua Inman , Tanmay Khandait , Giulia Pedrielli , Lalitha Sankar

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

Information Theory · Computer Science 2019-01-16 Tadashi Wadayama , Satoshi Takabe

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…

Machine Learning · Statistics 2013-07-02 Ioannis Mitliagkas , Constantine Caramanis , Prateek Jain

Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonconvex and the data points are dependent. This paper studies…

Machine Learning · Computer Science 2018-10-02 Minshuo Chen , Lin Yang , Mengdi Wang , Tuo Zhao

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

In the current data-intensive era, big data has become a significant asset for Artificial Intelligence (AI), serving as a foundation for developing data-driven models and providing insight into various unknown fields. This study navigates…

Machine Learning · Computer Science 2024-07-04 Daniel Menges , Adil Rasheed

We consider principal component analysis for contaminated data-set in the high dimensional regime, where the dimensionality of each observation is comparable or even more than the number of observations. We propose a deterministic…

Machine Learning · Computer Science 2012-06-22 Jiashi Feng , Huan Xu , Shuicheng Yan

STEM XEDS spectrum images can be drastically denoised by application of the principal component analysis (PCA). This paper looks inside the PCA workflow step by step on an example of a complex semiconductor structure consisting of a number…

Image and Video Processing · Electrical Eng. & Systems 2019-10-16 Pavel Potapov , Axel Lubk

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Astrophysics · Physics 2007-09-12 Jochen Einbeck , Ludger Evers , Coryn Bailer-Jones

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

Numerical Analysis · Mathematics 2017-02-07 Indika Udagedara , Brian Helenbrook , Aaron Luttman , Jared Catenacci