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Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single…

Machine Learning · Computer Science 2013-01-08 Ko-Jen Hsiao , Kevin S. Xu , Jeff Calder , Alfred O. Hero

In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

In quantum kernel learning, the primary method involves using a quantum computer to calculate the inner product between feature vectors, thereby obtaining a Gram matrix used as a kernel in machine learning models such as support vector…

Quantum Physics · Physics 2024-05-17 Hiroshi Yamauchi , Tomah Sogabe , Rodney Van Meter

Anomaly detection is a widely explored domain in machine learning. Many models are proposed in the literature, and compared through different metrics measured on various datasets. The most popular metrics used to compare performances are…

Machine Learning · Computer Science 2021-07-01 Damien Fourure , Muhammad Usama Javaid , Nicolas Posocco , Simon Tihon

Whether in fundamental physics, cybersecurity or finance, the detection of anomalies with machine learning techniques is a highly relevant and active field of research, as it potentially accelerates the discovery of novel physics or…

The present paper applied Principal Component Analysis (PCA) for grouping of machines and parts so that the part families can be processed in the cells formed by those associated machines. An incidence matrix with binary entries has been…

Adaptation and Self-Organizing Systems · Physics 2012-02-27 Manojit Chattopadhyay , Surajit Chattopadhyay , Pranab K Dan

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

We present the results of a study to optimize the principal component analysis (PCA) algorithm for planet detection, a new algorithm complementing ADI and LOCI for increasing the contrast achievable next to a bright star. The stellar PSF is…

Earth and Planetary Astrophysics · Physics 2015-06-17 T. Meshkat , M. Kenworthy , S. P. Quanz , A. Amara

Eigenvalue-based detectors are considered as an important method of spectrum sensing since they do not require the information about the primary user (PU) signal. In this paper we propose a method to improve the performance of the…

Information Theory · Computer Science 2015-04-30 Liping Du , Mihir Laghate , Chun-Hao Liu , Danijela Cabric

Suppose we observe data of the form $Y_i = D_i (S_i + \varepsilon_i) \in \mathbb{R}^p$ or $Y_i = D_i S_i + \varepsilon_i \in \mathbb{R}^p$, $i=1,\ldots,n$, where $D_i \in \mathbb{R}^{p\times p}$ are known diagonal matrices, $\varepsilon_i$…

Statistics Theory · Mathematics 2018-11-05 Edgar Dobriban , William Leeb , Amit Singer

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Timbwaoga Aime Judicael Ouermi , Jixian Li , Chris R. Johnson

This paper studies how to construct confidence regions for principal component analysis (PCA) in high dimension, a problem that has been vastly under-explored. While computing measures of uncertainty for nonlinear/nonconvex estimators is in…

Statistics Theory · Mathematics 2025-03-18 Yuling Yan , Yuxin Chen , Jianqing Fan

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

Based on some new robust estimators of the covariance matrix, we propose stable versions of Principal Component Analysis (PCA) and we qualify it independently of the dimension of the ambient space. We first provide a robust estimator of the…

Statistics Theory · Mathematics 2015-11-20 Ilaria Giulini

We study quantum anomaly detection with density estimation and multivariate Gaussian distribution. Both algorithms are constructed using the standard gate-based model of quantum computing. Compared with the corresponding classical…

Quantum Physics · Physics 2019-06-26 Jin-Ming Liang , Shu-Qian Shen , Ming Li , Lei Li

A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown…

Optimization and Control · Mathematics 2021-07-16 Peng Wang , Huikang Liu , Anthony Man-Cho So

Searching for departures from general relativity (GR) in more than one post-Newtonian (PN) phasing coefficients, called a \emph{multi-parameter test}, is known to be ineffective given the sensitivity of the present generation of…

General Relativity and Quantum Cosmology · Physics 2022-05-11 Muhammed Saleem , Sayantani Datta , K. G. Arun , B. S. Sathyaprakash