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The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

The selection of best variables is a challenging problem in supervised and unsupervised learning, especially in high dimensional contexts where the number of variables is usually much larger than the number of observations. In this paper,…

Methodology · Statistics 2024-04-01 Benoit Liquet , Sarat Moka , Samuel Muller

Speech 'in-the-wild' is a handicap for speaker recognition systems due to the variability induced by real-life conditions, such as environmental noise and the emotional state of the speaker. Taking advantage of the principles of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-05-17 Esther Rituerto-González , Carmen Peláez-Moreno

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…

Machine Learning · Computer Science 2021-11-03 Davin Choo , Tommaso d'Orsi

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…

Machine Learning · Computer Science 2016-06-13 Furong Huang

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

Quantum autoencoder is an efficient variational quantum algorithm for quantum data compression. However, previous quantum autoencoders fail to compress and recover high-rank mixed states. In this work, we discuss the fundamental properties…

Quantum Physics · Physics 2021-05-07 Chenfeng Cao , Xin Wang

We present a proof-of-principle study of variational quantum sensing for estimating a structured linear function of local phase parameters, in which each qubit in a spin-1/2 array accumulates a phase phi_i = alpha_i theta with known weights…

Quantum Physics · Physics 2026-05-19 Priyam Srivastava , Vivek Kumar , Gurudev Dutt , Kaushik P. Seshadreesan

Understanding the structure of complex, nonstationary, high-dimensional time-evolving signals is a central challenge in scientific data analysis. In many domains, such as speech and biomedical signal processing, the ability to learn…

Machine Learning · Computer Science 2026-01-13 Ioannis Ziogas , Aamna Al Shehhi , Ahsan H. Khandoker , Leontios J. Hadjileontiadis

The construction of large, coherent quantum systems necessary for quantum computation remains an entreating but elusive goal, due to the ubiquitous nature of decoherence. Recent progress in quantum error correction schemes have given new…

Quantum Physics · Physics 2008-02-03 Isaac L. Chuang , Yoshihisa Yamamoto

We study attention mechanisms through the lens of a canonical unsupervised problem: principal component analysis (PCA). We show that, when trained on Gaussian data, both softmax and linear attention layers learn parameters that align with…

Optimization and Control · Mathematics 2026-05-19 Rodrigo Maulen-Soto , Claire Boyer

Large alphabet source coding is a basic and well-studied problem in data compression. It has many applications such as compression of natural language text, speech and images. The classic perception of most commonly used methods is that a…

Information Theory · Computer Science 2016-07-26 Amichai Painsky , Saharon Rosset , Meir Feder

This paper studies a Shannon-theoretic version of the generalized distribution preserving quantization problem where a stationary and memoryless source is encoded subject to a distortion constraint and the additional requirement that the…

Information Theory · Computer Science 2015-07-10 Naci Saldi , Tamás Linder , Serdar Yüksel

This work introduces the Schmidt quantum compressor, an innovative approach to quantum data compression that leverages the principles of Schmidt decomposition to encode quantum information efficiently. In contrast to traditional variational…

Quantum Physics · Physics 2025-08-06 Israel F. Araujo , Hyeondo Oh , Nayeli A. Rodríguez-Briones , Daniel K. Park

Sparse and convolutional constraints form a natural prior for many optimization problems that arise from physical processes. Detecting motifs in speech and musical passages, super-resolving images, compressing videos, and reconstructing…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Hilton Bristow , Simon Lucey

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

Principal Component Analysis (PCA) is a powerful tool in statistics and machine learning. While existing study of PCA focuses on the recovery of principal components and their associated eigenvalues, there are few precise characterizations…

Statistics Theory · Mathematics 2022-04-12 Emmanuel Abbe , Jianqing Fan , Kaizheng Wang