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Probabilistic principal component analysis (PCA) and its Bayesian variant (BPCA) are widely used for dimension reduction in machine learning and statistics. The main advantage of probabilistic PCA over the traditional formulation is…

Machine Learning · Statistics 2025-05-23 Arghya Datta , Philippe Gagnon , Florian Maire

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

The Variational Autoencoder (VAE) is a seminal approach in deep generative modeling with latent variables. Interpreting its reconstruction process as a nonlinear transformation of samples from the latent posterior distribution, we apply the…

Machine Learning · Computer Science 2023-06-09 Faris Janjoš , Lars Rosenbaum , Maxim Dolgov , J. Marius Zöllner

Recently there has been an increased interest in unsupervised learning of disentangled representations using the Variational Autoencoder (VAE) framework. Most of the existing work has focused largely on modifying the variational cost…

Machine Learning · Statistics 2019-09-12 Jan Stühmer , Richard E. Turner , Sebastian Nowozin

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Principal Component Analysis (PCA) is a fundamental tool for representation learning, but its global linear formulation fails to capture the structure of data supported on curved manifolds. In contrast, manifold learning methods model…

Machine Learning · Computer Science 2026-04-22 Alexandre L. M. Levada

The autoencoder is an artificial neural network model that learns hidden representations of unlabeled data. With a linear transfer function it is similar to the principal component analysis (PCA). While both methods use weight vectors for…

Computer Vision and Pattern Recognition · Computer Science 2019-02-04 Ya Ju Fan

The ability to accurately model random fields plays a critical role in science and engineering for problems involving uncertain, spatially-varying quantities such as heterogeneous material properties and turbulent flows. Deep generative…

Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…

Machine Learning · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

In the last few years there have been important advancements in generative models with the two dominant approaches being Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs). However, standard Autoencoders (AEs) and…

Computer Vision and Pattern Recognition · Computer Science 2019-07-26 Massimiliano Patacchiola , Patrick Fox-Roberts , Edward Rosten

We provide a probabilistic and infinitesimal view of how the principal component analysis procedure (PCA) can be generalized to analysis of nonlinear manifold valued data. Starting with the probabilistic PCA interpretation of the Euclidean…

Statistics Theory · Mathematics 2018-06-26 Stefan Sommer

In recent times, there has been considerable interest in fault detection within electrical power systems, garnering attention from both academic researchers and industry professionals. Despite the development of numerous fault detection…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Sidharthenee Nayak , Victor Sam Moses Babu , Chandrashekhar Narayan Bhende , Pratyush Chakraborty , Mayukha Pal

Autoencoders have been widely used for dimensional reduction and feature extraction. Various types of autoencoders have been proposed by introducing regularization terms. Most of these regularizations improve representation learning by…

Machine Learning · Computer Science 2020-06-26 Yuzhu Guo , Kang Pan , Simeng Li , Zongchang Han , Kexin Wang , Li Li

In data-driven drug discovery, designing molecular descriptors is a very important task. Deep generative models such as variational autoencoders (VAEs) offer a potential solution by designing descriptors as probabilistic latent vectors…

Machine Learning · Computer Science 2023-08-23 Daiki Koge , Naoaki Ono , Shigehiko Kanaya

The variational autoencoder (VAE) is a simple and efficient generative artificial intelligence method for modeling complex probability distributions of various types of data, such as images and texts. However, it suffers some main…

Machine Learning · Computer Science 2025-02-14 Xi Chen , Shaofan Li

Diffusion Probabilistic Models (DPMs) have shown a powerful capacity of generating high-quality image samples. Recently, diffusion autoencoders (Diff-AE) have been proposed to explore DPMs for representation learning via autoencoding. Their…

Computer Vision and Pattern Recognition · Computer Science 2023-03-02 Zijian Zhang , Zhou Zhao , Zhijie Lin

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Diffusion autoencoders (DAEs) are typically formulated as a noise prediction model and trained with a linear-$\beta$ noise schedule that spends much of its sampling steps at high noise levels. Because high noise levels are associated with…

Computer Vision and Pattern Recognition · Computer Science 2025-05-01 Pramook Khungurn , Sukit Seripanitkarn , Phonphrm Thawatdamrongkit , Supasorn Suwajanakorn

This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…

Methodology · Statistics 2024-10-02 Jianqing Fan , Yuling Yan , Yuheng Zheng