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This paper introduces a robust approach to functional principal component analysis (FPCA) for relative data, particularly density functions. While recent papers have studied density data within the Bayes space framework, there has been…

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

Machine Learning · Computer Science 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

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

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

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

Classical principal component analysis (PCA) may suffer from the sensitivity to outliers and noise. Therefore PCA based on $\ell_1$-norm and $\ell_p$-norm ($0 < p < 1$) have been studied. Among them, the ones based on $\ell_p$-norm seem to…

Machine Learning · Computer Science 2020-05-27 Xiang-Fei Yang , Yuan-Hai Shao , Chun-Na Li , Li-Ming Liu , Nai-Yang Deng

Principal component analysis (PCA) is a popular tool for linear dimensionality reduction and feature extraction. Kernel PCA is the nonlinear form of PCA, which better exploits the complicated spatial structure of high-dimensional features.…

Computer Vision and Pattern Recognition · Computer Science 2014-09-02 Quan Wang

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

In this paper, we introduce new algorithms for Principal Component Analysis (PCA) with outliers. Utilizing techniques from computational geometry, specifically higher-degree Voronoi diagrams, we navigate to the optimal subspace for PCA even…

Machine Learning · Computer Science 2025-10-07 Sajjad Hashemian , Mohammad Saeed Arvenaghi , Ebrahim Ardeshir-Larijani

This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…

Machine Learning · Statistics 2022-05-25 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

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

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

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 ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown…

Optimization and Control · Mathematics 2021-07-16 Peng Wang , Huikang Liu , Anthony Man-Cho So

Kernel principal component analysis (KPCA) is a well-recognized nonlinear dimensionality reduction method that has been widely used in nonlinear fault detection tasks. As a kernel trick-based method, KPCA inherits two major problems. First,…

Machine Learning · Computer Science 2024-10-28 Zelin Ren , Xuebing Yang , Yuchen Jiang , Wensheng Zhang

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao
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