Related papers: HoroPCA: Hyperbolic Dimensionality Reduction via H…
The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…
Model Predictive Control (MPC) is widely used to operate safety-critical infrastructure by predicting future trajectories and optimizing control actions. However, nonlinear dynamics, hard safety constraints, and numerical optimization often…
Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA…
In perceptual image coding applications, the main objective is to decrease, as much as possible, Bits Per Pixel (BPP) while avoiding noticeable distortions in the reconstructed image. In this paper, we propose a novel perceptual image…
Many statistical estimation techniques for high-dimensional or functional data are based on a preliminary dimension reduction step, which consists in projecting the sample $\bX_1, \hdots, \bX_n$ onto the first $D$ eigenvectors of the…
Hyperbolic space can naturally embed hierarchies that often exist in real-world data and semantics. While high-dimensional hyperbolic embeddings lead to better representations, most hyperbolic models utilize low-dimensional embeddings, due…
Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…
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…
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…
Our aim is to evaluate fundamental parameters from the analysis of the electromagnetic spectra of stars. We may use $10^3$-$10^5$ spectra; each spectrum being a vector with $10^2$-$10^4$ coordinates. We thus face the so-called "curse of…
Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…
Autoencoders (AE) provide a useful method for nonlinear dimensionality reduction but are ill-suited for low data regimes. Conversely, Principal Component Analysis (PCA) is data-efficient but is limited to linear dimensionality reduction,…
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…
Principal component analysis (PCA) can be significantly limited when there is too few examples of the target data of interest. We propose a transfer learning approach to PCA (TL-PCA) where knowledge from a related source task is used in…
Most high-dimensional matrix recovery problems are studied under the assumption that the target matrix has certain intrinsic structures. For image data related matrix recovery problems, approximate low-rankness and smoothness are the two…
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…
Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…
Recent methods for learning a linear subspace from data corrupted by outliers are based on convex $\ell_1$ and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small. In sharp…
The success of algorithms in the analysis of high-dimensional data is often attributed to the manifold hypothesis, which supposes that this data lie on or near a manifold of much lower dimension. It is often useful to determine or estimate…
This paper proposes an innovative extension of Principal Component Analysis (PCA) that transcends the traditional assumption of data lying in Euclidean space, enabling its application to data on Riemannian manifolds. The primary challenge…