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This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

Multi-way data extend two-way matrices into higher-dimensional tensors, often explored through dimensional reduction techniques. In this paper, we study the Parallel Factor Analysis (PARAFAC) model for handling multi-way data, representing…

Methodology · Statistics 2025-03-11 Mia Hubert , Mehdi Hirari

It is well known that the classical single linkage algorithm usually fails to identify clusters in the presence of outliers. In this paper, we propose a new version of this algorithm, and we study its mathematical performances. In…

Statistics Theory · Mathematics 2022-03-21 Nicolas Klutchnikoff , Audrey Poterie , Laurent Rouviere

Astronomers are increasingly faced with a deluge of information, and finding worthwhile targets of study in the sea of data can be difficult. Outlier identification studies are a method that can be used to focus investigations by presenting…

High Energy Astrophysical Phenomena · Physics 2022-09-26 Dustin K. Swarm , Casey T. DeRoo , Yanan Liu , Samantha Watkins

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

We show that correspondence analysis (CA) is equivalent to defining a Gini index with appropriately scaled one-hot encoding. Using this relation, we introduce a nonlinear kernel extension to CA. This extended CA gives a known analysis for…

Machine Learning · Computer Science 2018-11-27 Hirotaka Niitsuma , Minho Lee

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Canonical correlation analysis (CCA) is a popular technique for learning representations that are maximally correlated across multiple views in data. In this paper, we extend the CCA based framework for learning a multiview mixture model.…

Machine Learning · Computer Science 2020-01-01 Nils Holzenberger , Raman Arora

This paper presents a remarkably simple, yet powerful, algorithm termed Coherence Pursuit (CoP) to robust Principal Component Analysis (PCA). As inliers lie in a low dimensional subspace and are mostly correlated, an inlier is likely to…

Machine Learning · Computer Science 2017-11-28 Mostafa Rahmani , George Atia

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

Robotics · Computer Science 2019-08-26 Francesco Cursi , Guang-Zhong Yang

We propose a multiple imputation method to deal with incomplete categorical data. This method imputes the missing entries using the principal components method dedicated to categorical data: multiple correspondence analysis (MCA). The…

Methodology · Statistics 2015-06-01 Vincent Audigier , François Husson , Julie Josse

Canonical Correlation Analysis (CCA) is a multivariate technique that takes two datasets and forms the most highly correlated possible pairs of linear combinations between them. Each subsequent pair of linear combinations is orthogonal to…

Methodology · Statistics 2015-12-22 Jacob Coleman , Joseph Replogle , Gabriel Chandler , Johanna Hardin

Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

We compare two deletion-based methods for dealing with the problem of missing observations in linear regression analysis. One is the complete-case analysis (CC, or listwise deletion) that discards all incomplete observations and only uses…

Methodology · Statistics 2023-05-02 Tianchen Xu , Kun Chen , Gen Li

The Projection Congruent Subset (PCS) Outlyingness is a new index of multivariate outlyingness obtained by considering univariate projections of the data. Like many other outlier detection procedures, PCS searches for a subset which…

Methodology · Statistics 2013-08-01 Kaveh Vakili , Eric Schmitt

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a different population, or cellwise outliers, which are deviating…

Methodology · Statistics 2025-05-27 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…

Computation · Statistics 2022-08-02 Dongbang Yuan , Yunfeng Zhang , Shuai Guo , Wenyi Wang , Irina Gaynanova

Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero…

Statistics Theory · Mathematics 2025-10-10 Alvaro Ribot , Anna Seigal , Piotr Zwiernik