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Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

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 (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

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

The success of machine learning models relies heavily on effectively representing high-dimensional data. However, ensuring data representations capture human-understandable concepts remains difficult, often requiring the incorporation of…

Machine Learning · Statistics 2024-11-01 Jiayu Su , David A. Knowles , Raul Rabadan

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

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Machine Learning · Computer Science 2019-04-19 Jicong Fan , Tommy W. S. Chow

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

Machine Learning · Statistics 2023-02-23 Harry Dong , Tian Tong , Cong Ma , Yuejie Chi

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

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…

Missing data is a commonly occurring problem in practice. Many imputation methods have been developed to fill in the missing entries. However, not all of them can scale to high-dimensional data, especially the multiple imputation…

Machine Learning · Computer Science 2023-03-21 Thu Nguyen , Hoang Thien Ly , Michael Alexander Riegler , Pål Halvorsen , Hugo L. Hammer

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

L1-norm Principal-Component Analysis (L1-PCA) of real-valued data has attracted significant research interest over the past decade. However, L1-PCA of complex-valued data remains to date unexplored despite the many possible applications…

Data Structures and Algorithms · Computer Science 2018-05-23 Nicholas Tsagkarakis , Panos P. Markopoulos , Dimitris A. Pados

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong