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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

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

Principal Components Analysis (PCA) is a common way to study the sources of variation in a high-dimensional data set. Typically, the leading principal components are used to understand the variation in the data or to reduce the dimension of…

As an unsupervised dimensionality reduction method, principal component analysis (PCA) has been widely considered as an efficient and effective preprocessing step for hyperspectral image (HSI) processing and analysis tasks. It takes each…

Computer Vision and Pattern Recognition · Computer Science 2018-09-18 Junjun Jiang , Jiayi Ma , Chen Chen , Zhongyuan Wang , Zhihua Cai , Lizhe Wang

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

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

Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever…

Machine Learning · Statistics 2013-10-21 Jerónimo Arenas-García , Kaare Brandt Petersen , Gustavo Camps-Valls , Lars Kai Hansen

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

Data compression can be achieved by reducing the dimensionality of high-dimensional but approximately low-rank datasets, which may in fact be described by the variation of a much smaller number of parameters. It often serves as a…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Song Lin , Jingbo Wang

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

In this paper, we consider clustering based on principal component analysis (PCA) for high-dimension, low-sample-size (HDLSS) data. We give theoretical reasons why PCA is effective for clustering HDLSS data. First, we derive a geometric…

Statistics Theory · Mathematics 2015-03-17 Kazuyoshi Yata , Makoto Aoshima

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 components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd