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We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

The growing volume of high-resolution Whole Slide Images in digital histopathology poses significant storage, transmission, and computational efficiency challenges. Standard compression methods, such as JPEG, reduce file sizes but often…

Image and Video Processing · Electrical Eng. & Systems 2025-03-17 Srikar Yellapragada , Alexandros Graikos , Kostas Triaridis , Zilinghan Li , Tarak Nath Nandi , Ravi K Madduri , Prateek Prasanna , Joel Saltz , Dimitris Samaras

An additive autoencoder for dimension reduction, which is composed of a serially performed bias estimation, linear trend estimation, and nonlinear residual estimation, is proposed and analyzed. Computational experiments confirm that an…

Machine Learning · Computer Science 2022-10-14 Tommi Kärkkäinen , Jan Hänninen

Principal component analysis (PCA) is arguably the most widely used dimension-reduction method for vector-type data. When applied to a sample of images, PCA requires vectorization of the image data, which in turn entails solving an…

Image and Video Processing · Electrical Eng. & Systems 2021-03-02 Szu-Chi Chung , Shao-Hsuan Wang , Po-Yao Niu , Su-Yun Huang , Wei-Hau Chang , I-Ping Tu

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

This work presents a data-driven framework for fast forward and inverse analysis in topology optimization (TO) by combining Rank Reduction Autoencoders (RRAEs) with neural latent-space mappings. The methodology targets the efficient…

Cryo-electron microscopy nowadays often requires the analysis of hundreds of thousands of 2D images as large as a few hundred pixels in each direction. Here we introduce an algorithm that efficiently and accurately performs principal…

Computer Vision and Pattern Recognition · Computer Science 2015-12-16 Zhizhen Zhao , Yoel Shkolnisky , Amit Singer

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

Dimensionality reduction is a fundamental technique in machine learning and data analysis, enabling efficient representation and visualization of high-dimensional data. This paper explores five key methods: Principal Component Analysis…

Other Statistics · Statistics 2025-02-19 Yuan-chin Ivan Chang

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

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Autoencoders have emerged as powerful models for visualization and dimensionality reduction based on the fundamental assumption that high-dimensional data is generated from a low-dimensional manifold. A critical challenge in autoencoder…

Machine Learning · Computer Science 2025-09-30 Qipeng Zhan , Zhuoping Zhou , Zexuan Wang , Li Shen

Autoencoders are a class of artificial neural networks which have gained a lot of attention in the recent past. Using the encoder block of an autoencoder the input image can be compressed into a meaningful representation. Then a decoder is…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Sayan Nag

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

Detectors in next-generation high-energy physics experiments face several daunting requirements, such as high data rates, damaging radiation exposure, and stringent constraints on power, space, and latency. To address these challenges,…

Data Analysis, Statistics and Probability · Physics 2025-08-18 Alexander Yue , Haoyi Jia , Julia Gonski

Principal Component Analysis (PCA) is an important tool of dimension reduction especially when the dimension (or the number of variables) is very high. Asymptotic studies where the sample size is fixed, and the dimension grows [i.e., High…

Statistics Theory · Mathematics 2009-11-20 Sungkyu Jung , J. S. Marron