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Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

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 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

Deep neural networks perform remarkably well on image classification tasks but remain vulnerable to carefully crafted adversarial perturbations. This work revisits linear dimensionality reduction as a simple, data-adapted defense. We…

Machine Learning · Computer Science 2025-10-08 Killian Steunou , Théo Druilhe , Sigurd Saue

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Shen Li , Bryan Hooi

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

Machine Learning · Statistics 2019-05-20 Davoud Ataee Tarzanagh , Mohamad Kazem Shirani Faradonbeh , George Michailidis

Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…

Optimization and Control · Mathematics 2021-09-03 Wen Huang , Ke Wei

Principal component analysis (PCA) is one of the most fundamental procedures in exploratory data analysis and is the basic step in applications ranging from quantitative finance and bioinformatics to image analysis and neuroscience.…

Data Structures and Algorithms · Computer Science 2019-05-13 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan , Kirill Simonov

There is growing interest in using the close connection between differential geometry and statistics to model smooth manifold-valued data. In particular, much work has been done recently to generalize principal component analysis (PCA), the…

Other Statistics · Statistics 2016-10-07 Drew Lazar , Lizhen Lin

Dimensionality reduction on Riemannian manifolds is challenging due to the complex nonlinear data structures. While probabilistic principal geodesic analysis~(PPGA) has been proposed to generalize conventional principal component analysis…

Machine Learning · Computer Science 2019-09-06 Youshan Zhang , Jiarui Xing , Miaomiao Zhang

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.

Machine Learning · Computer Science 2021-11-25 Kai Liu , Yarui Cao

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

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

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

Machine Learning · Computer Science 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

Joint analysis of multiple phenotypes can increase statistical power in genetic association studies. Principal component analysis, as a popular dimension reduction method, especially when the number of phenotypes is high-dimensional, has…

Applications · Statistics 2018-06-18 Zhonghua Liu , Xihong Lin

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Principal component analysis (PCA) is a powerful tool for dimensionality reduction. Unfortunately, it is sensitive to outliers, so that various robust PCA variants were proposed in the literature. Among them the so-called rotational…

Numerical Analysis · Mathematics 2019-05-27 Sebastian Neumayer , Max Nimmer , Simon Setzer , Gabriele Steidl