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The Min-Max Fair PCA problem seeks a low-rank representation of multi-group data such that the the approximation error is as balanced as possible across groups. Existing approaches to this problem return a rank-$d$ fair subspace, but lack…

Machine Learning · Computer Science 2025-05-20 Antonis Matakos , Martino Ciaperoni , Heikki Mannila

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

These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a…

Statistics Theory · Mathematics 2019-07-29 Dmitriy Kunisky , Alexander S. Wein , Afonso S. Bandeira

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

The Tensor Isomorphism problem (TI) has recently emerged as having connections to multiple areas of research within complexity and beyond, but the current best upper bound is essentially the brute force algorithm. Being an algebraic…

Computational Complexity · Computer Science 2023-06-01 Nicola Galesi , Joshua A. Grochow , Toniann Pitassi , Adrian She

We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that…

Data Structures and Algorithms · Computer Science 2024-10-31 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal , Haike Xu

Information theoretically secure multi-party computation (MPC) is a central primitive of modern cryptography. However, relatively little is known about the communication complexity of this primitive. In this work, we develop powerful…

Cryptography and Security · Computer Science 2014-04-15 Deepesh Data , Vinod M. Prabhakaran , Manoj M. Prabhakaran

This paper examines in detail the geometric structure of principal component analysis (PCA) by considering in detail the distributions of both unrotated and rotated MNIST digits in the space defined by the lowest order PCA components. Since…

Machine Learning · Computer Science 2025-10-02 David Yevick , Karolina Hutchison

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

Despite recent progress in video generation, inference speed remains a major bottleneck. A common acceleration strategy involves reusing model outputs via caching mechanisms at fixed intervals. However, we find that such fixed-frequency…

Computer Vision and Pattern Recognition · Computer Science 2025-07-10 Zishen Huang , Chunyu Yang , Mengyuan Ren

In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…

Statistics Theory · Mathematics 2012-06-04 Karim Lounici

We study the problem of PAC learning $\gamma$-margin halfspaces with Random Classification Noise. We establish an information-computation tradeoff suggesting an inherent gap between the sample complexity of the problem and the sample…

Machine Learning · Computer Science 2023-06-29 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

Computational Physics · Physics 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the…

Numerical Analysis · Computer Science 2020-03-16 N. Benjamin Erichson , Krithika Manohar , Steven L. Brunton , J. Nathan Kutz

PCA-Net is a recently proposed neural operator architecture which combines principal component analysis (PCA) with neural networks to approximate operators between infinite-dimensional function spaces. The present work develops…

Machine Learning · Computer Science 2023-10-17 Samuel Lanthaler

The problem of choosing appropriate values for missing data is often encountered in the data science. We describe a novel method containing both traditional mathematics and machine learning elements for prediction (imputation) of missing…

Machine Learning · Computer Science 2025-10-13 Peteris Daugulis , Vija Vagale , Emiliano Mancini , Filippo Castiglione

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We…

Machine Learning · Computer Science 2015-09-16 Anima Anandkumar , Rong Ge , Majid Janzamin

Principal component analysis (PCA) is a simple and popular tool for processing high-dimensional data. We investigate its effectiveness for matrix denoising. We consider the clean data are generated from a low-dimensional subspace, but…

Statistics Theory · Mathematics 2024-08-29 Xin T. Tong , Wanjie Wang , Yuguan Wang