Related papers: Sparse PCA Beyond Covariance Thresholding
Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…
Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…
The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…
Traditionally, robust statistics has focused on designing estimators tolerant to a minority of contaminated data. Robust list-decodable learning focuses on the more challenging regime where only a minority $\frac 1 k$ fraction of the…
In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…
A common approach to perform PCA on probability measures is to embed them into a Hilbert space where standard functional PCA techniques apply. While convergence rates for estimating the embedding of a single measure from $m$ samples are…
We employ spectral analysis and compressed sensing to identify settings where a variational algorithm's cost function can be recovered purely classically or with minimal quantum computer access. We present theoretical and numerical evidence…
An approximate sparse recovery system in $\ell_1$ norm consists of parameters $k$, $\epsilon$, $N$, an $m$-by-$N$ measurement $\Phi$, and a recovery algorithm, $\mathcal{R}$. Given a vector, $\mathbf{x}$, the system approximates $x$ by…
This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…
Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…
We present a quantum algorithm for approximating the real time evolution $e^{-iHt}$ of an arbitrary $d$-sparse Hamiltonian to error $\epsilon$, given black-box access to the positions and $b$-bit values of its non-zero matrix entries. The…
We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…
We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…
Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…
Subexponential parameterized algorithms are known for a wide range of natural problems on planar graphs, but the techniques are usually highly problem specific. The goal of this paper is to introduce a framework for obtaining…
We give the first almost optimal polynomial-time proper learning algorithm of Boolean sparse multivariate polynomial under the uniform distribution. For $s$-sparse polynomial over $n$ variables and $\epsilon=1/s^\beta$, $\beta>1$, our…
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…
Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…