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In 2019, Yoshida et al. introduced a notion of tropical principal component analysis (PCA). The output is a tropical polytope with a fixed number of vertices that best fits the data. We here apply tropical PCA to dimension reduction and…

Combinatorics · Mathematics 2019-11-26 Robert Page , Leon Zhang , Ruriko Yoshida

The success of machine learning models relies heavily on effectively representing high-dimensional data. However, ensuring data representations capture human-understandable concepts remains difficult, often requiring the incorporation of…

Machine Learning · Statistics 2024-11-01 Jiayu Su , David A. Knowles , Raul Rabadan

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…

Machine Learning · Computer Science 2023-02-28 HanQin Cai , Jialin Liu , Wotao Yin

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

We consider problems of dimensionality reduction and learning data representations for continuous spaces with two or more independent degrees of freedom. Such problems occur, for example, when observing shapes with several components that…

Machine Learning · Computer Science 2021-05-31 Sharon Zhang , Amit Moscovich , Amit Singer

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Statistics Theory · Mathematics 2026-05-19 Yuan Liao , Xin Tong , Wanjie Wang , Dacheng Xiu

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

Most high-dimensional matrix recovery problems are studied under the assumption that the target matrix has certain intrinsic structures. For image data related matrix recovery problems, approximate low-rankness and smoothness are the two…

Machine Learning · Statistics 2021-04-08 Long Feng , Junhui Wang

Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…

Methodology · Statistics 2026-05-11 Joseph Sartini , Scott Zeger , Ciprian Crainiceanu

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…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

Machine Learning · Computer Science 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

A novel text data dimension reduction technique, called the tree-structured multi-linear principal component anal- ysis (TMPCA), is proposed in this work. Being different from traditional text dimension reduction methods that deal with the…

Computation and Language · Computer Science 2018-02-27 Yuanhang Su , Yuzhong Huang , C. -C. Jay Kuo

Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair