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To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

The classical non-greedy algorithm (NGA) and the recently proposed proximal alternating minimization method with extrapolation (PAMe) for $L_1$-norm PCA are revisited and their finite-step convergence are studied. It is first shown that NGA…

Principal Component Analysis (PCA) is one of the most important unsupervised methods to handle high-dimensional data. However, due to the high computational complexity of its eigen decomposition solution, it hard to apply PCA to the…

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…

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

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…

We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to…

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,…

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

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…

The Quantum Approximate Optimization Algorithm (QAOA) is a promising variational algorithm for solving combinatorial optimization problems on near-term devices. However, as the number of layers in a QAOA circuit increases, which is…

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

L1-norm Principal-Component Analysis (L1-PCA) of real-valued data has attracted significant research interest over the past decade. However, L1-PCA of complex-valued data remains to date unexplored despite the many possible applications…

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…