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In many signal processing and machine learning applications, datasets containing private information are held at different locations, requiring the development of distributed privacy-preserving algorithms. Tensor and matrix factorizations…

Machine Learning · Statistics 2019-04-23 Hafiz Imtiaz , Anand D. Sarwate

We study distributed principal component analysis (PCA) in high-dimensional settings under the spiked model. In such regimes, sample eigenvectors can deviate significantly from population ones, introducing a persistent bias. Existing…

Methodology · Statistics 2025-05-29 Weiming Li , Zeng Li , Siyu Wang , Yanqing Yin , Junpeng Zhu

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

Sparse principal component analysis (sPCA) enhances the interpretability of principal components (PCs) by imposing sparsity constraints on loading vectors (LVs). However, when used as a precursor to independent component analysis (ICA) for…

Computer Vision and Pattern Recognition · Computer Science 2024-11-20 Muhammad Usman Khalid

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Machine Learning · Computer Science 2026-03-03 Difei Cheng , Qiao Hu

Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…

Machine Learning · Statistics 2026-03-04 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Peiyuan Zhang

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of…

Artificial Intelligence · Computer Science 2008-10-08 Ronny Luss , Alexandre d'Aspremont

In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…

Statistics Theory · Mathematics 2012-06-04 Karim Lounici

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…

In this paper, we propose a communication-efficient penalized regression algorithm for high-dimensional sparse linear regression models with massive data. This approach incorporates an optimized distributed system communication algorithm,…

Machine Learning · Statistics 2025-04-02 Chenqi Gong , Hu Yang

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Statistics Theory · Mathematics 2015-04-06 Chao Gao , Harrison H. Zhou

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi