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Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

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

Federated learning (FL) is an emerging paradigm that allows a central server to train machine learning models using remote users' data. Despite its growing popularity, FL faces challenges in preserving the privacy of local datasets, its…

Cryptography and Security · Computer Science 2025-05-09 Natalie Lang , Nir Shlezinger , Rafael G. L. D'Oliveira , Salim El Rouayheb

Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…

Methodology · Statistics 2025-07-22 Minwoo Kim , Sungkyu Jung

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

Causal structure learning has been extensively studied and widely used in machine learning and various applications. To achieve an ideal performance, existing causal structure learning algorithms often need to centralize a large amount of…

Machine Learning · Computer Science 2023-09-07 Jianli Huang , Xianjie Guo , Kui Yu , Fuyuan Cao , Jiye Liang

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…

Machine Learning · Computer Science 2025-03-04 Junhui Shen , Aaron J. Davis , Ding Lu , Zhaojun Bai

Federated Learning (FL) has gained significant recent attention in machine learning for its enhanced privacy and data security, making it indispensable in fields such as healthcare, finance, and personalized services. This paper…

Statistics Theory · Mathematics 2024-11-26 Jingyang Li , T. Tony Cai , Dong Xia , Anru R. Zhang

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

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

In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…

Machine Learning · Statistics 2023-05-11 Prabhu Babu , Petre Stoica

As the modern world becomes increasingly digitized and interconnected, distributed signal processing has proven to be effective in processing its large volume of data. However, a main challenge limiting the broad use of distributed signal…

Signal Processing · Electrical Eng. & Systems 2020-10-23 Qiongxiu Li , Richard Heusdens , Mads Græsbøll Christensen

The alternating direction method of multipliers (ADMM) has been recently recognized as a promising optimizer for large-scale machine learning models. However, there are very few results studying ADMM from the aspect of communication costs,…

Optimization and Control · Mathematics 2020-12-02 Yu Ye , Hao Chen , Ming Xiao , Mikael Skoglund , H. Vincent Poor

Kernel Principal Component Analysis (KPCA) is a key machine learning algorithm for extracting nonlinear features from data. In the presence of a large volume of high dimensional data collected in a distributed fashion, it becomes very…

Machine Learning · Computer Science 2016-02-16 Maria-Florina Balcan , Yingyu Liang , Le Song , David Woodruff , Bo Xie

In many signal processing and machine learning applications, datasets containing private information are held at different locations, requiring the development of distributed privacy-preserving algorithms. Tensor and matrix factorizations…

Machine Learning · Statistics 2019-04-23 Hafiz Imtiaz , Anand D. Sarwate

Given $n$ i.i.d. random matrices $A_i \in \mathbb{R}^{d \times d}$ that share a common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest…

Machine Learning · Statistics 2025-08-15 Johanna Düngler , Amartya Sanyal

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

We study differentially private (DP) machine learning algorithms as instances of noisy fixed-point iterations, in order to derive privacy and utility results from this well-studied framework. We show that this new perspective recovers…

Machine Learning · Computer Science 2023-07-13 Edwige Cyffers , Aurélien Bellet , Debabrota Basu

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang