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Related papers: Generative Principal Component Analysis

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In this paper, we study the problem of signal estimation from noisy non-linear measurements when the unknown $n$-dimensional signal is in the range of an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs. We make…

Machine Learning · Statistics 2020-10-09 Zhaoqiang Liu , Jonathan Scarlett

Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Shen Li , Bryan Hooi

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

An algorithm has been developed for finding the global minimum of a multidimensional error function by fitting model spectral maps into observed ones. Principal component analysis is applied to reduce the dimensionality of the model and the…

Astrophysics of Galaxies · Physics 2021-03-10 L. E. Pirogov , P. M. Zemlyanukha

This article introduces a new signal analysis method, which can be interpreted as a principal component analysis in sparse decomposition of the signal. The method, called principal basis analysis, is based on a novel criterion:…

Computer Vision and Pattern Recognition · Computer Science 2015-11-26 Hong Sun , Cheng-Wei Sang , Chen-Guang Liu

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…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

A generalized matrix-pencil approach is proposed for the estimation of complex exponential components with segmented signal samples, which is very efficient and provides super-resolution estimations. It is applicable to the signals sampled…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Jianping Wang , Alexander Yarovoy

Most biological data are multidimensional, posing a major challenge to human comprehension and computational analysis. Principal component analysis is the most popular approach to rendering two- or three-dimensional representations of the…

Methodology · Statistics 2016-09-13 Tom M. W. Nye , Xiaoxian Tang , Grady Weyenberg , Ruriko Yoshida

I develop a feasible weighted projected principal component (FPPC) analysis for factor models in which observable characteristics partially explain the latent factors. This novel method provides more efficient and accurate estimators than…

Econometrics · Economics 2022-05-23 Sung Hoon Choi

In this paper, we aim to estimate the direction of an underlying signal from its nonlinear observations following the semi-parametric single index model (SIM). Unlike conventional compressed sensing where the signal is assumed to be sparse,…

Machine Learning · Computer Science 2022-06-02 Jiulong Liu , Zhaoqiang Liu

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Many generative models synthesize data by transforming a standard Gaussian random variable using a deterministic neural network. Among these models are the Variational Autoencoders and the Generative Adversarial Networks. In this work, we…

Machine Learning · Statistics 2022-10-13 Antoine Salmona , Valentin de Bortoli , Julie Delon , Agnès Desolneux

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Machine Learning · Statistics 2019-12-03 Namjoon Suh , Xiaoming Huo , Eric Heim , Lee Seversky

We analyze the prediction error of principal component regression (PCR) and prove high probability bounds for the corresponding squared risk conditional on the design. Our first main result shows that PCR performs comparably to the oracle…

Statistics Theory · Mathematics 2024-01-03 Laura Hucker , Martin Wahl

We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exact limiting formulas for the estimation and prediction…

Statistics Theory · Mathematics 2025-09-18 Alden Green , Elad Romanov

This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…

Methodology · Statistics 2024-10-02 Jianqing Fan , Yuling Yan , Yuheng Zheng

Various specifiable combinatorial structures, with d extensive parameters, can be exactly sampled both by the recursive method, with linear arithmetic complexity if a heavy preprocessing is performed, or by the Boltzmann method, with…

Data Structures and Algorithms · Computer Science 2013-07-09 Frederique Bassino , Andrea Sportiello

We study the Principal Component Analysis (PCA) problem in the distributed and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we want to…

Data Structures and Algorithms · Computer Science 2016-07-13 Christos Boutsidis , David P. Woodruff , Peilin Zhong
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