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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

In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many contemporary datasets, when the number of parameters is…

Probability · Mathematics 2019-02-14 Enrico Au-Yeung , Greg Zanotti

Tensors in the form of multilinear arrays are ubiquitous in data science applications. Captured real-world data, including video, hyperspectral images, and discretized physical systems, naturally occur as tensors and often come with…

Machine Learning · Computer Science 2023-03-13 Jonathan Gryak , Kayvan Najarian , Harm Derksen

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 one of the most fundamental tools in machine learning with broad use as a dimensionality reduction and denoising tool. In the later setting, while PCA is known to be effective at subspace recovery and…

Machine Learning · Computer Science 2024-04-23 Chandra Sekhar Mukherjee , Nikhil Doerkar , Jiapeng Zhang

Magnetic resonance imaging (MRI) is a non-invasive medical imaging technique offering high-resolution 3D images and valuable insights into human tissue conditions. Even at present, the refinement of denoising methods for MRI remains a…

Image and Video Processing · Electrical Eng. & Systems 2023-08-29 Shiao Li

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

Machine Learning · Statistics 2023-02-23 Harry Dong , Tian Tong , Cong Ma , Yuejie Chi

In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…

Statistics Theory · Mathematics 2025-10-23 Yaoming Zhen , Piotr Zwiernik

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

Tensor Robust Principal Component Analysis (TRPCA), which aims to recover a low-rank tensor corrupted by sparse noise, has attracted much attention in many real applications. This paper develops a new Global Weighted TRPCA method (GWTRPCA),…

Machine Learning · Computer Science 2023-01-06 Libin Wang , Yulong Wang , Shiyuan Wang , Youheng Liu , Yutao Hu , Longlong Chen , Hong Chen

High-dimensional, higher-order tensor data are gaining prominence in a variety of fields, including but not limited to computer vision and network analysis. Tensor factor models, induced from noisy versions of tensor decompositions or…

Methodology · Statistics 2024-12-16 Xu Zhang , Guodong Li , Catherine C. Liu , Jianhua Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-01 Namrata Vaswani , Han Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-03 Namrata Vaswani , Han Guo

This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…

Optimization and Control · Mathematics 2013-11-19 Bo Jiang , Shiqian Ma , Shuzhong Zhang

As tensors become widespread in modern data analysis, Tucker low-rank Principal Component Analysis (PCA) has become essential for dimensionality reduction and structural discovery in tensor datasets. Motivated by the common scenario where…

Methodology · Statistics 2025-04-08 Elynn Chen , Xi Chen , Wenbo Jing , Yichen Zhang

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

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 method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler