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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

Integration of large-scale renewable energy sources and increasing uncertainty has drastically changed the dynamics of power system and has consequently brought various challenges. Rapid transient stability assessment of modern power system…

Systems and Control · Electrical Eng. & Systems 2022-06-15 Umair Shahzad

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…

Machine Learning · Statistics 2022-09-13 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…

Methodology · Statistics 2020-12-15 Jingxin Zhang , Hao Chen , Songhang Chen , Xia Hong

Installation of phasor measurement units (PMUs) in a number of substations in the power grid can help assess a set of its values and parameters, in particular those related to the dynamics when disturbances occur in the system. Inertia…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Mohammadali Hayerikhiyavi , Aleksandar Dimitrovski

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

We study principal component analysis (PCA), where given a dataset in $\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ that approximately maximizes the variance of the distribution after being projected along $v$.…

Machine Learning · Computer Science 2023-05-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Machine Learning · Statistics 2026-03-17 Ying Hu , Hu Yang

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Existing or planned power grids need to evaluate survivability under extreme events, like a number of peak load overloading conditions, which could possibly cause system collapses (i.e. blackouts). For realistic extreme events that are…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Qinghua Ma , Reetam Sen Biswas , Denis Osipov , Guannan Qu , Soummya Kar , Shimiao Li

Existing methods to determine the stability of a power system to small perturbations are based on eigenvalue analysis and focus on the asymptotic (long-term) behavior of the power grid. During the preasymptotic (short-term) transient,…

Optimization and Control · Mathematics 2023-02-22 Daniel Adrian Maldonado , Emil Constantinescu , Junbo Zhao , Mihai Anitescu

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

Biomolecules · Quantitative Biology 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance…

Statistics Theory · Mathematics 2019-10-23 Tze Siong Lau , Wee Peng Tay

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards
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