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Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Machine Learning · Computer Science 2026-03-03 Difei Cheng , Qiao Hu

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

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

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Statistics Theory · Mathematics 2015-04-06 Chao Gao , Harrison H. Zhou

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

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…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu

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…

Optimization and Control · Mathematics 2024-10-29 Lei Wang , Xin Liu , Yin Zhang

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

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

It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed…

Machine Learning · Statistics 2015-06-02 Anastasia Podosinnikova , Simon Setzer , Matthias Hein

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 problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

Optimization and Control · Mathematics 2015-11-26 Dan Garber , Elad Hazan

Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, healthcare and credit approval, it is imperative to take into…

Machine Learning · Computer Science 2022-02-08 Hieu Vu , Toan Tran , Man-Chung Yue , Viet Anh Nguyen

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

Astrophysics · Physics 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

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
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