Related papers: Flexible Principal Component Analysis for Exponent…

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

Many applications, such as photon-limited imaging and genomics, involve large datasets with noisy entries from exponential family distributions. It is of interest to estimate the covariance structure and principal components of the…

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well in…

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Functional principal component analysis (FPCA) is an important technique for dimension reduction in functional data analysis (FDA). Classical FPCA method is based on the Karhunen-Lo\`{e}ve expansion, which assumes a linear structure of the…

Robust Principal Component Analysis (RPCA) is a widely used method for recovering low-rank structure from data matrices corrupted by significant and sparse outliers. These corruptions may arise from occlusions, malicious tampering, or other…

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

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…

Functional Principal Components Analysis (FPCA) is a widely used analytic tool for dimension reduction of functional data. Traditional implementations of FPCA estimate the principal components from the data, then treat these estimates as…

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian…

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…