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We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…

Information Theory · Computer Science 2014-10-29 Praneeth Netrapalli , U N Niranjan , Sujay Sanghavi , Animashree Anandkumar , Prateek Jain

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Network data are commonly collected in a variety of applications, representing either directly measured or statistically inferred connections between features of interest. In an increasing number of domains, these networks are collected…

Machine Learning · Statistics 2022-09-05 Michael Weylandt , George Michailidis

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We study a practical algorithm for sparse principal component analysis (PCA) of incomplete and noisy data. Our algorithm is based on the semidefinite program (SDP) relaxation of the non-convex $l_1$-regularized PCA problem. We provide…

Machine Learning · Statistics 2022-09-16 Hanbyul Lee , Qifan Song , Jean Honorio

For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…

Machine Learning · Statistics 2019-01-04 Michael Wojnowicz , Di Zhang , Glenn Chisholm , Xuan Zhao , Matt Wolff

We study extensions of compressive sensing and low rank matrix recovery to the recovery of low rank tensors from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather…

Information Theory · Computer Science 2017-02-16 Holger Rauhut , Željka Stojanac

Low-rank and sparse decomposition based methods find their use in many applications involving background modeling such as clutter suppression and object tracking. While Robust Principal Component Analysis (RPCA) has achieved great success…

Computer Vision and Pattern Recognition · Computer Science 2022-11-08 Shoaib Imran , Muhammad Tahir , Zubair Khalid , Momin Uppal

Within the tensor singular value decomposition (T-SVD) framework, existing robust low-rank tensor completion approaches have made great achievements in various areas of science and engineering. Nevertheless, these methods involve the T-SVD…

Machine Learning · Computer Science 2023-05-22 Wenjin Qin , Hailin Wang , Feng Zhang , Weijun Ma , Jianjun Wang , Tingwen Huang

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

Machine Learning · Computer Science 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

Numerical Analysis · Computer Science 2016-08-24 Linxiao Yang , Jun Fang , Hongbin Li , Bing Zeng

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

This paper proposes a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of…

Machine Learning · Computer Science 2019-11-15 Hideaki Hayashi , Taro Shibanoki , Keisuke Shima , Yuichi Kurita , Toshio Tsuji

This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…

Machine Learning · Computer Science 2020-05-05 Sandor Szedmak , Anna Cichonska , Heli Julkunen , Tapio Pahikkala , Juho Rousu

This paper studies the issues about tensors. Three typical kinds of tensor decomposition are mentioned. Among these decompositions, the t-SVD is proposed in this decade. Different definitions of rank derive from tensor decompositions. Based…

Numerical Analysis · Mathematics 2020-05-26 Jun Han

Tensors decompositions are a class of tools for analysing datasets of high dimensionality and variety in a natural manner, with the Canonical Polyadic Decomposition (CPD) being a main pillar. While the notion of CPD is closely intertwined…

Signal Processing · Electrical Eng. & Systems 2019-11-15 Giuseppe G. Calvi , Bruno Scalzo Dees , Danilo P. Mandic
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