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A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

A PCA based sequence-to-vector (seq2vec) dimension reduction method for the text classification problem, called the tree-structured multi-stage principal component analysis (TMPCA) is presented in this paper. Theoretical analysis and…

Computation and Language · Computer Science 2018-10-12 Yuanhang Su , Ruiyuan Lin , C. -C. Jay Kuo

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

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

Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under…

Numerical Analysis · Mathematics 2025-04-28 Yangyang Xu , Kexin Li , Li Yang , You-Wei Wen

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

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao

Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selection methods (e.g., scree plots, parallel analysis, etc.)…

Statistics Theory · Mathematics 2026-05-28 David Hong , Yue Sheng , Edgar Dobriban

We present a method for performing Principal Component Analysis (PCA) on noisy datasets with missing values. Estimates of the measurement error are used to weight the input data such that compared to classic PCA, the resulting eigenvectors…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Stephen Bailey

This paper extends robust principal component analysis (RPCA) to nonlinear manifolds. Suppose that the observed data matrix is the sum of a sparse component and a component drawn from some low dimensional manifold. Is it possible to…

Machine Learning · Computer Science 2019-11-12 He Lyu , Ningyu Sha , Shuyang Qin , Ming Yan , Yuying Xie , Rongrong Wang

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

Tensor robust principal component analysis (RPCA), which seeks to separate a low-rank tensor from its sparse corruptions, has been crucial in data science and machine learning where tensor structures are becoming more prevalent. While…

Machine Learning · Statistics 2022-12-23 Harry Dong , Megna Shah , Sean Donegan , Yuejie Chi

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction. However, some applications involve heterogeneous data that vary in quality due to noise characteristics associated with each data sample.…

Machine Learning · Statistics 2026-03-18 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Modern empirical analysis often relies on high-dimensional panel datasets with non-negligible cross-sectional and time-series correlations. Factor models are natural for capturing such dependencies. A tensor factor model describes the…

Econometrics · Economics 2025-03-10 Andrii Babii , Eric Ghysels , Junsu Pan

Proton magnetic resonance spectroscopic imaging (1H-MRSI) is a powerful tool that enables the multidimensional non-invasive mapping of the neurochemical profile at high-resolution over the entire brain. The constant demand for higher…

We address the problem of tensor robust principal component analysis (TRPCA), which entails decomposing a given tensor into the sum of a low-rank tensor and a sparse tensor. By leveraging the tensor singular value decomposition (t-SVD), we…

Numerical Analysis · Mathematics 2025-05-08 Huiwen Zheng , Yifei Lou , Guoliang Tian , Chao Wang

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

Resting state functional MRI (rs-fMRI) is a widespread and powerful tool for investigating functional connectivity and brain disorders. However, functional connectivity analysis can be seriously affected by random and structured noise from…

Neurons and Cognition · Quantitative Biology 2021-04-01 Yujian Diao , Ting Yin , Rolf Gruetter , Ileana O. Jelescu

We propose a novel approach to denoising diffusion magnetic resonance images (dMRI) using convolutional neural networks, that exploits the benefits of data acquired at multiple b-values to offset the need for many redundant observations.…

Image and Video Processing · Electrical Eng. & Systems 2024-10-23 Jakub Jurek , Andrzej Materka , Kamil Ludwisiak , Agata Majos , Filip Szczepankiewicz