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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…

Methodology · Statistics 2023-10-31 Xiaojun Zheng , Simon Mak , Liyan Xie , Yao Xie

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

We develop an efficient algorithm for weak recovery in a robust version of the stochastic block model. The algorithm matches the statistical guarantees of the best known algorithms for the vanilla version of the stochastic block model. In…

Machine Learning · Computer Science 2021-11-17 Jingqiu Ding , Tommaso d'Orsi , Rajai Nasser , David Steurer

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…

Machine Learning · Computer Science 2025-02-27 Fangshuo Liao , Wenyi Su , Anastasios Kyrillidis

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

Cellular Automata are discrete dynamical systems that evolve following simple and local rules. Despite of its local simplicity, knowledge discovery in CA is a NP problem. This is the main motivation for using data mining techniques for CA…

Discrete Mathematics · Computer Science 2007-05-23 Gilson A. Giraldi , Antonio A. F. Oliveira , Leonardo Carvalho

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Despite the robustness of complex networks has been extensively studied in the last decade, there still lacks a unifying framework able to embrace all the proposed metrics. In the literature there are two open issues related to this gap:…

Social and Information Networks · Computer Science 2014-07-01 Marc Manzano , Faryad Sahneh , Caterina Scoglio , Eusebi Calle , Jose Luis Marzo

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product…

Machine Learning · Statistics 2019-03-11 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

Numerical Analysis · Computer Science 2016-03-01 Vitaly Bulgakov

Finding informative low-dimensional representations that can be computed efficiently in large datasets is an important problem in data analysis. Recently, contrastive Principal Component Analysis (cPCA) was proposed as a more informative…

Machine Learning · Statistics 2022-11-16 Siavash Golkar , David Lipshutz , Tiberiu Tesileanu , Dmitri B. Chklovskii

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…

Data Structures and Algorithms · Computer Science 2018-05-23 Nicholas Tsagkarakis , Panos P. Markopoulos , Dimitris A. Pados

Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…

Methodology · Statistics 2015-09-25 E. Schmitt , K. Vakili

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…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

Methodology · Statistics 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Machine Learning · Computer Science 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo