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This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be…

Machine Learning · Computer Science 2019-09-05 Salar Fattahi , Somayeh Sojoudi

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

Certain classes of CUR algorithms, also referred to as cross or pseudoskeleton algorithms, are widely used for low-rank matrix approximation when direct access to all matrix entries is costly. Their key advantage lies in constructing a…

Numerical Analysis · Mathematics 2025-10-02 Grishma Palkar , Hessam Babaee

We introduce a novel framework for an approxi- mate recovery of data matrices which are low-rank on graphs, from sampled measurements. The rows and columns of such matrices belong to the span of the first few eigenvectors of the graphs…

Machine Learning · Computer Science 2016-10-05 Nauman Shahid , Nathanael Perraudin , Gilles Puy , Pierre Vandergheynst

Particle Image Velocimetry (PIV) data processing procedures are adversely affected by light reflections and backgrounds as well as defects in the models and sticky particles that occlude the inner walls of the boundaries. In this paper, a…

Computer Vision and Pattern Recognition · Computer Science 2019-08-19 Ahmadreza Baghaie

We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…

Machine Learning · Computer Science 2015-08-03 Ohad Shamir

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a high-dimensional data matrix despite both small entry-wise noise and gross sparse errors. Recently, it has been shown that a convex…

Information Theory · Computer Science 2010-01-15 Zihan Zhou , Xiaodong Li , John Wright , Emmanuel Candes , Yi Ma

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

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…

We present qrpca, a fast and scalable QR-decomposition principal component analysis package. The software, written in both R and python languages, makes use of torch for internal matrix computations, and enables GPU acceleration, when…

Instrumentation and Methods for Astrophysics · Physics 2022-09-07 Rafael S. de Souza , Xu Quanfeng , Shiyin Shen , Chen Peng , Zihao Mu

Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…

Numerical Analysis · Mathematics 2019-03-08 Liron Mor-Yosef , Haim Avron

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…

Machine Learning · Statistics 2015-05-12 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

Robust principal component analysis (RPCA) is a powerful method for learning low-rank feature representation of various visual data. However, for certain types as well as significant amount of error corruption, it fails to yield…

Computer Vision and Pattern Recognition · Computer Science 2018-01-24 Niannan Xue , Jiankang Deng , Shiyang Cheng , Yannis Panagakis , Stefanos Zafeiriou

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Machine Learning · Computer Science 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain