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We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Machine Learning · Computer Science 2020-06-09 Maksim Elizarev , Andrei Mukhin , Aleksey Khlyupin

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

Random projection is widely used as a method of dimension reduction. In recent years, its combination with standard techniques of regression and classification has been explored. Here we examine its use with principal component analysis…

Methodology · Statistics 2012-04-13 Qi Ding , Eric D. Kolaczyk

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson

Unsupervised learning makes manifest the underlying structure of data without curated training and specific problem definitions. However, the inference of relationships between data points is frustrated by the `curse of dimensionality' in…

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

One of the most powerful methods of color image recognition is the two-dimensional principle component analysis (2DQPCA) approach, which is based on quaternion representation and preserves color information very well. However, the current…

Computer Vision and Pattern Recognition · Computer Science 2023-06-13 Zhi-Gang Jia , Zi-Jin Qiu , Qian-Yu Wang , Mei-Xiang Zhao , Dan-Dan Zhu

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

Statistics Theory · Mathematics 2017-04-03 Ilaria Giulini

Linear principal component analysis (PCA) learns (semi-)orthogonal transformations by orienting the axes to maximize variance. Consequently, it can only identify orthogonal axes whose variances are clearly distinct, but it cannot identify…

Machine Learning · Computer Science 2024-07-02 Fahdi Kanavati , Lucy Katsnith , Masayuki Tsuneki

We report on the automated classification of Hipparcos variable stars by a supervised classification algorithm known as Support Vector Machines. The dataset comprised about 3200 stars, each characterized by 51 features. These are the B-V…

Astrophysics · Physics 2007-12-19 P. G. Willemsen , L. Eyer

We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations $X_1,\dots, X_n$ in a separable Hilbert space $\mathbb{H}$ with unknown covariance operator $\Sigma.$ The complexity of the problem is characterized by…

Statistics Theory · Mathematics 2019-01-21 Vladimir Koltchinskii , Matthias Löffler , Richard Nickl

In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…

Methodology · Statistics 2022-04-05 Lingyu He , Yanrong Yang , Bo Zhang

Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…

Machine Learning · Computer Science 2022-09-20 Vanessa Böhm , Uroš Seljak

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

Principal components computed via PCA (principal component analysis) are traditionally used to reduce dimensionality in genomic data or to correct for population stratification. In this paper, we explore the penalized eigenvalue problem…

Applications · Statistics 2025-03-04 Rebecca M. Hurwitz , Georg Hahn

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…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

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…

Statistics Theory · Mathematics 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

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