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This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…

Machine Learning · Statistics 2022-05-25 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Most convolutional neural networks use some method for gradually downscaling the size of the hidden layers. This is commonly referred to as pooling, and is applied to reduce the number of parameters, improve invariance to certain…

Computer Vision and Pattern Recognition · Computer Science 2018-04-13 Faraz Saeedan , Nicolas Weber , Michael Goesele , Stefan Roth

The high-dimensional data setting, in which p >> n, is a challenging statistical paradigm that appears in many real-world problems. In this setting, learning a compact, low-dimensional representation of the data can substantially help…

Machine Learning · Computer Science 2018-08-07 Micol Marchetti-Bowick , Benjamin J. Lengerich , Ankur P. Parikh , Eric P. Xing

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Machine Learning · Statistics 2014-07-17 Zhaoyi Kang , Costas J. Spanos

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

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

A method is introduced to perform simultaneous sparse dimension reduction on two blocks of variables. Beyond dimension reduction, it also yields an estimator for multivariate regression with the capability to intrinsically deselect…

Methodology · Statistics 2024-11-28 Sven Serneels

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

Structured pruning of modern large language models (LLMs) has emerged as a way of decreasing their high computational needs. Width pruning reduces the size of projection weight matrices (e.g., by removing attention heads) while maintaining…

Machine Learning · Computer Science 2024-06-25 Bo-Kyeong Kim , Geonmin Kim , Tae-Ho Kim , Thibault Castells , Shinkook Choi , Junho Shin , Hyoung-Kyu Song

We propose a new methodology for parametric domain decomposition using iterative principal component analysis. Starting with iterative principle component analysis, the high dimension manifold is reduced to the lower dimension manifold.…

Machine Learning · Computer Science 2025-05-14 Chetra Mang , Axel TahmasebiMoradi , Mouadh Yagoubi

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local…

Data Analysis, Statistics and Probability · Physics 2013-12-09 Daniel N. Kaslovsky , Francois G. Meyer

Factor analysis is a widely used technique for dimension reduction in high-dimensional data. However, a key challenge in factor models lies in the interpretability of the latent factors. One intuitive way to interpret these factors is…

Methodology · Statistics 2025-10-08 Xin Wang , Xialu Liu

Data compression can be achieved by reducing the dimensionality of high-dimensional but approximately low-rank datasets, which may in fact be described by the variation of a much smaller number of parameters. It often serves as a…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Song Lin , Jingbo Wang

Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

Machine Learning · Computer Science 2024-12-30 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Dimensionality reduction can distort vector space properties such as orthogonality and linear independence, which are critical for tasks including cross-modal retrieval, clustering, and classification. We propose a Relationship Preserving…

Machine Learning · Computer Science 2025-09-03 Eddi Weinwurm , Alexander Kovalenko

Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve…

Methodology · Statistics 2024-06-21 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary