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Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

The ability of having a sparse representation for a certain class of signals has many applications in data analysis, image processing, and other research fields. Among sparse representations, the cosparse analysis model has recently gained…

Machine Learning · Computer Science 2014-06-09 Matthias Seibert , Julian Wörmann , Rémi Gribonval , Martin Kleinsteuber

Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…

Applications · Statistics 2016-03-18 Yuan Wang , Kamran Paynabar , Yajun Mei

A new method is proposed in this paper to learn overcomplete dictionary from training data samples. Differing from the current methods that enforce similar sparsity constraint on each of the input samples, the proposed method attempts to…

Data Structures and Algorithms · Computer Science 2013-05-14 Deyu Meng , Yee Leung , Qian Zhao , Zongben Xu

Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…

Optimization and Control · Mathematics 2021-09-03 Wen Huang , Ke Wei

Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…

Methodology · Statistics 2025-07-01 ZeYu Li , Xinsheng Zhang , Wang Zhou

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…

Machine Learning · Computer Science 2017-11-28 Haotian Pang , Robert Vanderbei , Han Liu , Tuo Zhao

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the…

Statistics Theory · Mathematics 2023-05-01 Teng Zhang , Haoyi Yang , Lingzhou Xue

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

Machine Learning · Computer Science 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo

This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an effective way to bridge the gap between…

Econometrics · Economics 2024-06-14 Zhaoxing Gao , Ruey S. Tsay

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Yanxin Fu , Wenxiao Zhao

In this paper, we propose a learning approach for sparse code multiple access (SCMA) signal detection by using a deep neural network via unfolding the procedure of message passing algorithm (MPA). The MPA can be converted to a sparsely…

Information Theory · Computer Science 2018-08-27 Chao Lu , Wei Xu , Hong Shen , Hua Zhang , Xiaohu You

It is now well established that sparse signal models are well suited to restoration tasks and can effectively be learned from audio, image, and video data. Recent research has been aimed at learning discriminative sparse models instead of…

Computer Vision and Pattern Recognition · Computer Science 2009-09-29 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro , Andrew Zisserman

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

Machine Learning · Statistics 2019-04-30 Krishna Balasubramanian , Elynn Y. Chen , Jianqing Fan , Xiang Wu

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso ($\ell_1$) sparsity penalty with a quadratic penalty…

Methodology · Statistics 2018-10-25 J. Kenneth Tay , Jerome Friedman , Robert Tibshirani

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

We present a novel algorithm (Principal Sensitivity Analysis; PSA) to analyze the knowledge of the classifier obtained from supervised machine learning techniques. In particular, we define principal sensitivity map (PSM) as the direction on…

Machine Learning · Statistics 2015-09-22 Sotetsu Koyamada , Masanori Koyama , Ken Nakae , Shin Ishii

We propose an algorithmic framework for computing sparse components from rotated principal components. This methodology, called SIMPCA, is useful to replace the unreliable practice of ignoring small coefficients of rotated components when…

Methodology · Statistics 2019-10-09 Giovanni Maria Merola

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…

Artificial Intelligence · Computer Science 2023-12-05 Francesca Cairoli , Luca Bortolussi , Nicola Paoletti