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The robust PCA of covariance matrices plays an essential role when isolating key explanatory features. The currently available methods for performing such a low-rank plus sparse decomposition are matrix specific, meaning, those algorithms…

Machine Learning · Statistics 2023-06-07 Calypso Herrera , Florian Krach , Anastasis Kratsios , Pierre Ruyssen , Josef Teichmann

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao

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

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

Machine Learning · Computer Science 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many contemporary datasets, when the number of parameters is…

Probability · Mathematics 2019-02-14 Enrico Au-Yeung , Greg Zanotti

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

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

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Michael Fraiman , Paulina Hoyos , Tamir Bendory , Joe Kileel , Oscar Mickelin , Nir Sharon , Amit Singer

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert , Gabriele Steidl

Quantum principal component analysis (qPCA) is commonly formulated as the extraction of eigenvalues and eigenvectors of a covariance-encoded density operator. Yet in many qPCA settings the practical goal is simpler: projection onto the…

Machine Learning · Statistics 2026-05-08 Sk Mujaffar Hossain , Satadeep Bhattacharjee

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

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

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

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Principle Component Analysis PCA is a classical feature extraction and data representation technique widely used in pattern recognition. It is one of the most successful techniques in face recognition. But it has drawback of high…

Computer Vision and Pattern Recognition · Computer Science 2012-06-26 Manal Abdullah , Majda Wazzan , Sahar Bo-saeed
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