Related papers: Sparse PCA: Phase Transitions in the Critical Regi…
We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…
Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…
Multi-cellular programs (MCPs) are coordinated patterns of gene expression across interacting cell types that collectively drive complex biological processes such as tissue development and immune responses. While MCPs are typically…
High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…
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…
Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…
We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…
In this paper, we propose and study a Nystr\"om based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of classical PCA based on considering a nonlinear feature map or…
Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…
An improved version of the sparse multiway kernel spectral clustering (KSC) is presented in this brief. The original algorithm is derived from weighted kernel principal component (KPCA) analysis formulated within the primal-dual…
Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…
Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…
Noise in pre-fault-tolerant quantum computers can result in biased estimates of physical observables. Accurate bias-free estimates can be obtained using probabilistic error cancellation (PEC), which is an error-mitigation technique that…
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. The optimal rate of…
In this work we apply the principal component analysis (PCA) method with kernel trick to study classification of phases and phase transition in classical XY models in frustrated lattices. Comparing to our previous work with linear PCA…
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…
High-dimensional planted problems, such as finding a hidden dense subgraph within a random graph, often exhibit a gap between statistical and computational feasibility. While recovering the hidden structure may be statistically possible, it…
This paper studies how to construct confidence regions for principal component analysis (PCA) in high dimension, a problem that has been vastly under-explored. While computing measures of uncertainty for nonlinear/nonconvex estimators is in…
In this paper, we consider the problem of estimating the eigenvalues and eigenfunctions of the covariance kernel (i.e., the functional principal components) from sparse and irregularly observed longitudinal data. We approach this problem…