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Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…

Methodology · Statistics 2016-07-06 Piotr Sobczyk , Malgorzata Bogdan , Julie Josse

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

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

Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…

Machine Learning · Computer Science 2023-03-09 Yichuan Deng , Zhao Song , Zifan Wang , Han Zhang

Unsupervised learning makes manifest the underlying structure of data without curated training and specific problem definitions. However, the inference of relationships between data points is frustrated by the `curse of dimensionality' in…

We present an embedding approach to treat local electron correlation effects in periodic environments. In a single, consistent framework, our plane-wave based scheme embeds a local high-level correlation calculation (here Coupled Cluster…

Chemical Physics · Physics 2021-01-07 Tobias Schäfer , Florian Libisch , Georg Kresse , Andreas Grüneis

Principal Component Analysis (PCA) and other multi-variate models are often used in the analysis of "omics" data. These models contain much information which is currently neither easily accessible nor interpretable. Here we present an…

Genomics · Quantitative Biology 2021-11-18 Nordine Aouni , Luc Linders , David Robinson , Len Vandelaer , Jessica Wiezorek , Geetesh Gupta , Rachel Cavill

We propose an unsupervised learning methodology with descriptors based on Topological Data Analysis (TDA) concepts to describe the local structural properties of materials at the atomic scale. Based only on atomic positions and without a…

Disordered Systems and Neural Networks · Physics 2022-04-20 Sébastien Becker , Emilie Devijver , Rémi Molinier , Noël Jakse

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…

Machine Learning · Statistics 2022-01-21 Takuya Isomura , Taro Toyoizumi

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Methodology · Statistics 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

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

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

Multidimensional data distributions can have complex topologies and variable local dimensions. To approximate complex data, we propose a new type of low-dimensional ``principal object'': a principal cubic complex. This complex is a…

Data Analysis, Statistics and Probability · Physics 2008-01-17 A. N. Gorban , N. R. Sumner , A. Y. Zinovyev

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Describing the dimension reduction (DR) techniques by means of probabilistic models has recently been given special attention. Probabilistic models, in addition to a better interpretability of the DR methods, provide a framework for further…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Mehran Safayani , Saeid Momenzadeh

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

Statistics Theory · Mathematics 2016-03-10 Alberto Ohashi , Alexandre B Simas

In this paper, we implement Principal Component Analysis (PCA) to study the single particle distributions generated from thousands of {\tt VISH2+1} hydrodynamic simulations with an aim to explore if a machine could directly discover flow…

Nuclear Theory · Physics 2020-01-08 Ziming Liu , Wenbin Zhao , Huichao Song

Computational inverse problems for biomedical simulators suffer from limited data and relatively high parameter dimensionality. This often requires sensitivity analysis, where parameters of the model are ranked based on their influence on…

Tissues and Organs · Quantitative Biology 2025-06-06 Mitchel J. Colebank