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Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran

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…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Recent studies try to use hyperspectral imaging (HSI) to detect foreign matters in products because it enables to visualize the invisible wavelengths including ultraviolet and infrared. Considering the enormous image channels of the HSI,…

Computer Vision and Pattern Recognition · Computer Science 2024-01-10 Dongeon Kim , YeongHyeon Park

In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

Minerals detection over large volume of spectra is the challenge addressed by current hyperspectral imaging spectrometer in Planetary Science. Instruments such OMEGA (Mars Express), CRISM (Mars Reconnaissance Orbiter), M^{3}…

Earth and Planetary Astrophysics · Physics 2014-04-14 Schmidt Frederic , Legendre Maxime , Le Mouelic Stephane

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

Hyperspectral microscopy is an imaging technique that provides spectroscopic information with high spatial resolution. When applied in the relevant wavelength region, such as in the infrared (IR), it can reveal a rich spectral fingerprint…

This work studies the recursive robust principal components' analysis(PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers. If the outlier is the signal-of-interest, this problem can be…

Information Theory · Computer Science 2014-08-20 Chenlu Qiu , Namrata Vaswani , Brian Lois , Leslie Hogben

We introduce the Linearized Diffusion Map (LDM), a novel linear dimensionality reduction method constructed via a linear approximation of the diffusion-map kernel. LDM integrates the geometric intuition of diffusion-based nonlinear methods…

Machine Learning · Computer Science 2025-07-22 Julio Candanedo

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local…

Data Analysis, Statistics and Probability · Physics 2013-12-09 Daniel N. Kaslovsky , Francois G. Meyer

The analysis of current Cosmic Microwave Background (CMB) experiments is based on the interpretation of multi-frequency sky maps in terms of different astrophysical components and it requires specifically tailored component separation…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 G. Hurier , J. F. Macias-Perez , S. R. Hildebrandt

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Sungho Shin , Alex D. Smith , S. Joe Qin , Victor M. Zavala

In many longitudinal studies, a large number of variables are measured repeatedly over time, with substantial missing data. Existing methods, such as probabilistic principal component analysis (PPCA), are ill-equipped to handle such…

Methodology · Statistics 2026-04-27 Xinyu Zhang , Ameer Qaqish , D. Y. Lin , Didong Li

With the development of numbers of high resolution data acquisition systems and the global requirement to lower the energy consumption, the development of efficient sensing techniques becomes critical. Recently, Compressed Sampling (CS)…

Information Theory · Computer Science 2015-06-11 Mohammad Golbabaee , Simon Arberet , Pierre Vandergheynst

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

We consider the problem of outlier robust PCA (OR-PCA) where the goal is to recover principal directions despite the presence of outlier data points. That is, given a data matrix $M^*$, where $(1-\alpha)$ fraction of the points are noisy…

Machine Learning · Computer Science 2017-02-21 Yeshwanth Cherapanamjeri , Prateek Jain , Praneeth Netrapalli

Principal Component Analysis (PCA)-based techniques can separate data into different uncorrelated components and facilitate the statistical analysis as a pre-processing step. Independent Component Analysis (ICA) can separate statistically…

Instrumentation and Methods for Astrophysics · Physics 2023-01-03 Güray Hatipoğlu

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing