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Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

Machine Learning · Computer Science 2019-07-08 F. William Townes

Spectral methods have been the mainstay in several domains such as machine learning and scientific computing. They involve finding a certain kind of spectral decomposition to obtain basis functions that can capture important structures for…

Machine Learning · Computer Science 2020-04-20 Majid Janzamin , Rong Ge , Jean Kossaifi , Anima Anandkumar

Kernel principal component analysis (KPCA) is a well-recognized nonlinear dimensionality reduction method that has been widely used in nonlinear fault detection tasks. As a kernel trick-based method, KPCA inherits two major problems. First,…

Machine Learning · Computer Science 2024-10-28 Zelin Ren , Xuebing Yang , Yuchen Jiang , Wensheng Zhang

This paper proposes a new obfuscation technique of a communication protocol that is aimed at making the reverse engineering of the protocol more complex. The obfuscation is based on the transformation of protocol message format…

Cryptography and Security · Computer Science 2018-07-26 Julien Duchene , Eric Alata , Vincent Nicomette , Mohamed Kaâniche , Colas Le Guernic

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

Machine Learning · Statistics 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

Multiparty message-passing protocols are notoriously difficult to design, due to interaction mismatches that lead to errors such as deadlocks. Existing protocol specification formats have been developed to prevent such errors (e.g.…

Programming Languages · Computer Science 2024-08-12 Vassor Martin , Yoshida Nobuko

Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA…

Computer Vision and Pattern Recognition · Computer Science 2017-03-29 Niannan Xue , Yannis Panagakis , Stefanos Zafeiriou

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

Machine Learning · Computer Science 2025-12-01 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

Probabilistic Component Latent Analysis (PLCA) is a statistical modeling method for feature extraction from non-negative data. It has been fruitfully applied to various research fields of information retrieval. However, the EM-solved…

Methodology · Statistics 2017-03-16 D. Cazau , G. Nuel

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…

Computation · Statistics 2014-01-13 Michael McCoy , Joel Tropp

We seek a generalization of regression and principle component analysis (PCA) in a metric space where data points are distributions metrized by the Wasserstein metric. We recast these analyses as multimarginal optimal transport problems.…

Optimization and Control · Mathematics 2020-04-20 Amirhossein Karimi , Luigia Ripani , Tryphon T. Georgiou

A principal component analysis (PCA) of clean microcalorimeter pulse records can be a first step beyond statistically optimal linear filtering of pulses towards a fully non-linear analysis. For PCA to be practical on spectrometers with…

Data Analysis, Statistics and Probability · Physics 2020-01-08 J. W. Fowler , B. K. Alpert , Y. -I. Joe , G. C. O'Neil , D. S. Swetz , J. N. Ullom

We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a…

Optimization and Control · Mathematics 2021-10-28 Foivos Alimisis , Peter Davies , Bart Vandereycken , Dan Alistarh

Robust principal component analysis (RPCA) decomposes an observation matrix into low-rank background and sparse object components. This capability has enabled its application in tasks ranging from image restoration to segmentation. However,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-07 Fengyi Wu , Yimian Dai , Tianfang Zhang , Yixuan Ding , Jian Yang , Ming-Ming Cheng , Zhenming Peng

A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from…

Machine Learning · Statistics 2014-08-22 Alessandro Rudi , Guille D. Canas , Lorenzo Rosasco

We demonstrate that Principal Component Analysis (PCA), when applied in a structured manner, either to polar-transformed images or segment-wise to token sequences, enables extreme compression of neural models without sacrificing…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Magnus Bengtsson

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of linearly uncorrelated variables via an orthogonal…

Optimization and Control · Mathematics 2024-03-06 Xin Liang , Zhen-Chen Guo , Li Wang , Ren-Cang Li , Wen-Wei Lin

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

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