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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

We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…

Econometrics · Economics 2026-02-13 Matteo Barigozzi

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

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…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

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

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

Machine Learning · Computer Science 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

We present a method for performing Principal Component Analysis (PCA) on noisy datasets with missing values. Estimates of the measurement error are used to weight the input data such that compared to classic PCA, the resulting eigenvectors…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Stephen Bailey

Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies by finding maximally correlated embeddings of pairs of random variables. CA has found applications in fields ranging from…

Machine Learning · Computer Science 2020-07-01 Hsiang Hsu , Salman Salamatian , Flavio P. Calmon

Missing data is a commonly occurring problem in practice. Many imputation methods have been developed to fill in the missing entries. However, not all of them can scale to high-dimensional data, especially the multiple imputation…

Machine Learning · Computer Science 2023-03-21 Thu Nguyen , Hoang Thien Ly , Michael Alexander Riegler , Pål Halvorsen , Hugo L. Hammer

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise level of constant order, we show that an existing inverse-probability weighted…

Methodology · Statistics 2019-07-01 Ziwei Zhu , Tengyao Wang , Richard J. Samworth

Identifying the importance of nodes of complex networks is of interest to the research of Social Networks, Biological Networks etc.. Current researchers have proposed several measures or algorithms, such as betweenness, PageRank and HITS…

Social and Information Networks · Computer Science 2012-11-26 Bojin Zheng , Deyi Li , Guisheng Chen , Wenhua Du , Jianmin Wang

We study network centrality based on dynamic influence propagation models in social networks. To illustrate our integrated mathematical-algorithmic approach for understanding the fundamental interplay between dynamic influence processes and…

Social and Information Networks · Computer Science 2017-03-02 Wei Chen , Shang-Hua Teng

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

Machine Learning · Computer Science 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

We discuss the inadequacy of covariances/correlations and other measures in L2 as relative distance metrics under some conditions. We propose a computationally simple heuristic to transform a map based on standard principal component…

Information Theory · Computer Science 2024-03-06 Nassim Nicholas Taleb , Pierre Zalloua , Khaled Elbassioni , Andreas Henschel , Daniel E. Platt

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

We perform factor analysis on the raw data of the four major neighborhood and shortest paths-based centrality metrics (Degree, Eigenvector, Betweeenness and Closeness) and propose a novel quantitative measure called the…

Social and Information Networks · Computer Science 2023-10-11 Natarajan Meghanathan

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

We introduce the notion of Principal Component Analysis (PCA) of image gradient orientations. As image data is typically noisy, but noise is substantially different from Gaussian, traditional PCA of pixel intensities very often fails to…

Computer Vision and Pattern Recognition · Computer Science 2010-05-18 Georgios Tzimiropoulos , Stefanos Zafeiriou

We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…

Machine Learning · Computer Science 2025-02-27 Fangshuo Liao , Wenyi Su , Anastasios Kyrillidis