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Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Principal component analysis (PCA) is commonly used in genetics to infer and visualize population structure and admixture between populations. PCA is often interpreted in a way similar to inferred admixture proportions, where it is assumed…

Methodology · Statistics 2023-02-10 Jan van Waaij , Song Li , Genís Garcia-Erill , Anders Albrechtsen , Carsten Wiuf

In this work we introduce a new residual for normal linear models that are suitable for situations in which we are dealing with heteroskedasticity of unknown form, they are referred to by principal component analysis (PCA) residuals. These…

Methodology · Statistics 2017-09-01 Andréa V. Rocha , Evelina Shamarova , Alexandre B. Simas

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) is a fundamental tool in multivariate statistics, yet its sensitivity to outliers and limitations in distributed environments restrict its effectiveness in modern large-scale applications. To address these…

Methodology · Statistics 2025-10-16 Hung Hung , Zhi-Yu Jou , Su-Yun Huang , Shinto Eguchi

We seek a generalization of regression and principle component analysis (PCA) in a metric space where data points are distributions metrized by the Wasserstein metric. We recast these analyses as multimarginal optimal transport problems.…

Optimization and Control · Mathematics 2020-04-20 Amirhossein Karimi , Luigia Ripani , Tryphon T. Georgiou

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf

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

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

As tensors become widespread in modern data analysis, Tucker low-rank Principal Component Analysis (PCA) has become essential for dimensionality reduction and structural discovery in tensor datasets. Motivated by the common scenario where…

Methodology · Statistics 2025-04-08 Elynn Chen , Xi Chen , Wenbo Jing , Yichen Zhang

Single-cell RNA sequencing (scRNA-seq) has revolutionized our ability to analyze gene expression at the cellular level. By providing data on gene expression for each individual cell, scRNA-seq generates large datasets with thousands of…

Computational Complexity · Computer Science 2025-02-11 Md Romizul Islam , Swakkhar Shatabda

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

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…

Nuclear Theory · Physics 2020-12-01 Igor Altsybeev

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

Network data are commonly collected in a variety of applications, representing either directly measured or statistically inferred connections between features of interest. In an increasing number of domains, these networks are collected…

Machine Learning · Statistics 2022-09-05 Michael Weylandt , George Michailidis

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Principal Component Analysis (PCA) is a widely used technique in exploratory data analysis, visualization, and data preprocessing, leveraging the concept of variance to identify key dimensions in datasets. In this study, we focus on the…

Applications · Statistics 2024-07-03 Reza Dastranj , Martin Kolar