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Tensor, also known as multi-dimensional array, arises from many applications in signal processing, manufacturing processes, healthcare, among others. As one of the most popular methods in tensor literature, Robust tensor principal component…

Machine Learning · Statistics 2025-12-18 Bo Shen , Yutong Zhang , Zhenyu , Kong

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

Applications · Statistics 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

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

Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…

Machine Learning · Statistics 2024-10-02 Zhi-Yu Jou , Su-Yun Huang , Hung Hung , Shinto Eguchi

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Machine Learning · Statistics 2023-08-07 Fan Chen , Karl Rohe

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal component analysis (PCA) is a longstanding and well-studied approach for dimension reduction. It rests upon the assumption that the underlying signal in the data has low rank, and thus can be well-summarized using a small number…

Methodology · Statistics 2025-08-14 Ronan Perry , Snigdha Panigrahi , Jacob Bien , Daniela Witten

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

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 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

Multidimensional data is often associated with uncertainties that are not well-described by normal distributions. In this work, we describe how such distributions can be projected to a low-dimensional space using uncertainty-aware principal…

Machine Learning · Statistics 2026-01-15 Daniel Klötzl , Ozan Tastekin , David Hägele , Marina Evers , Daniel Weiskopf

Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art…

Machine Learning · Computer Science 2019-04-17 Chong Peng , Chenglizhao Chen , Zhao Kang , Jianbo Li , Qiang Cheng

Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…

Statistics Theory · Mathematics 2017-10-30 Raphael Hauser , Raul Kangro , Jüri Lember , Heinrich Matzinger

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

Principal component analysis (PCA) is an indispensable tool in many learning tasks that finds the best linear representation for data. Classically, principal components of a dataset are interpreted as the directions that preserve most of…

Optimization and Control · Mathematics 2018-03-13 Raphael A. Hauser , Armin Eftekhari , Heinrich F. Matzinger

We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…

Machine Learning · Computer Science 2017-02-28 Dan Garber , Ohad Shamir , Nathan Srebro

Principal component analysis (PCA) is a classical feature extraction method, but it may be adversely affected by outliers, resulting in inaccurate learning of the projection matrix. This paper proposes a robust method to estimate both the…

Machine Learning · Computer Science 2024-08-23 Yingzhuo Deng , Ke Hu , Bo Li , Yao Zhang

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang