English
Related papers

Related papers: Principal Component Analysis and biplots. A Back-t…

200 papers

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

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

Recent work suggests that convolutional neural networks of different architectures learn to classify images in the same order. To understand this phenomenon, we revisit the over-parametrized deep linear network model. Our analysis reveals…

Machine Learning · Computer Science 2023-12-29 Guy Hacohen , Daphna Weinshall

Linear principal component analysis (PCA) can be extended to a nonlinear PCA by using artificial neural networks. But the benefit of curved components requires a careful control of the model complexity. Moreover, standard techniques for…

Machine Learning · Computer Science 2012-04-04 Matthias Scholz

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

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

Computer Vision and Pattern Recognition · Computer Science 2018-02-06 Ajay Gupta , Adrian Barbu

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

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 a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

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

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero