Related papers: Distributed Learning for Principle Eigenspaces wit…
The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…
Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…
Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…
Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…
Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…
Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…
We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…
We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…
Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…
Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…
In this paper, we develop an algorithm for federated principal component analysis (PCA) with emphases on both communication efficiency and data privacy. Generally speaking, federated PCA algorithms based on direct adaptations of classic…
Many pattern recognition methods rely on statistical information from centered data, with the eigenanalysis of an empirical central moment, such as the covariance matrix in principal component analysis (PCA), as well as partial least…
This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…
We study distributed principal component analysis (PCA) in high-dimensional settings under the spiked model. In such regimes, sample eigenvectors can deviate significantly from population ones, introducing a persistent bias. Existing…
Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…
We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…
Large-dimensional factor model has drawn much attention in the big-data era, in order to reduce the dimensionality and extract underlying features using a few latent common factors. Conventional methods for estimating the factor model…
Fan et al. [$\mathit{Annals}$ $\mathit{of}$ $\mathit{Statistics}$ $\textbf{47}$(6) (2019) 3009-3031] constructed a distributed principal component analysis (PCA) algorithm to reduce the communication cost between multiple servers…
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.…