Related papers: Toroidal PCA via density ridges
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…
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…
We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…
The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…
Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…
Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…
Tensor principal component analysis (TPCA) is a multi-linear extension of principal component analysis which converts a set of correlated measurements into several principal components. In this paper, we propose a new robust TPCA method to…
Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…
We present an unsupervised learning analysis of correlation hierarchies in the quarter-filled simple and extended Hubbard models by applying principal component analysis (PCA) to exact-diagonalization (ED) data on 3x4 and 4x4 cylindrical…
The research detailed in this paper scrutinizes Principal Component Analysis (PCA), a seminal method employed in statistics and machine learning for the purpose of reducing data dimensionality. Singular Value Decomposition (SVD) is often…
Many applications, such as photon-limited imaging and genomics, involve large datasets with noisy entries from exponential family distributions. It is of interest to estimate the covariance structure and principal components of the…
Over the years, Principal Component Analysis (PCA) has served as the baseline approach for dimensionality reduction in gene expression data analysis. It primary objective is to identify a subset of disease-causing genes from a vast pool of…
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…
Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…
High-dimensional data often exhibit dependencies among variables that violate the isotropic-noise assumption under which principal component analysis (PCA) is optimal. For cases where the noise is not independent and identically distributed…
We present a novel class of projected methods, to perform statistical analysis on a data set of probability distributions on the real line, with the 2-Wasserstein metric. We focus in particular on Principal Component Analysis (PCA) and…
Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…
Object Oriented Data Analysis is a new area in statistics that studies populations of general data objects. In this article we consider populations of tree-structured objects as our focus of interest. We develop improved analysis tools for…
Tensor robust principal component analysis (TRPCA) is a classical way for low-rank tensor recovery, which minimizes the convex surrogate of tensor rank by shrinking each tensor singular value equally. However, for real-world visual data,…