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Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…

Methodology · Statistics 2012-03-14 Genevera I. Allen , Logan Grosenick , Jonathan Taylor

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…

Machine Learning · Computer Science 2021-11-25 Arpita Gang , Bingqing Xiang , Waheed U. Bajwa

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

Dimensionality reduction is a fundamental technique in machine learning and data analysis, enabling efficient representation and visualization of high-dimensional data. This paper explores five key methods: Principal Component Analysis…

Other Statistics · Statistics 2025-02-19 Yuan-chin Ivan Chang

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

Methodology · Statistics 2013-01-17 Tao Huang , Heng Peng , Kun Zhang

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

The heteroscedastic probabilistic principal component analysis (PCA) technique, a variant of the classic PCA that considers data heterogeneity, is receiving more and more attention in the data science and signal processing communities. In…

Optimization and Control · Mathematics 2023-12-07 Jinxin Wang , Chonghe Jiang , Huikang Liu , Anthony Man-Cho So

With the rapid advancements in medical data acquisition and production, increasingly richer representations exist to characterize medical information. However, such large-scale data do not usually meet computing resource constraints or…

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

Machine Learning · Statistics 2025-03-17 Zichuan Guo , Mihai Cucuringu , Alexander Y. Shestopaloff

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…

Machine Learning · Computer Science 2019-02-08 Qiwei Xie , Liang Tang , Weifu Li , Vijay John , Yong Hu

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
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