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In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

Statistics Theory · Mathematics 2016-03-10 Alberto Ohashi , Alexandre B Simas

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

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

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

Computational Physics · Physics 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

Programming for today's quantum computers is making significant strides toward modern workflows compatible with high performance computing (HPC), but fundamental challenges still remain in the integration of these vastly different…

Quantum computers have the potential to solve certain problems faster than classical computers by exploiting quantum mechanical effects such as superposition. However, building high-quality quantum software is challenging due to the…

Quantum Physics · Physics 2025-01-28 Julian Shen , Joshua Ammermann , Christoph König , Ina Schaefer

The Quantum Approximate Optimization Algorithm (QAOA) is a promising variational algorithm for solving combinatorial optimization problems on near-term devices. However, as the number of layers in a QAOA circuit increases, which is…

Machine Learning · Computer Science 2025-04-24 Owain Parry , Phil McMinn

Quantum machine learning is an approach that aims to improve the performance of machine learning methods by leveraging the properties of quantum computers. In quantum circuit learning (QCL), a supervised learning method that can be…

Quantum process tomography (QPT) is a fundamental tool for fully characterizing quantum systems. It relies on querying a set of quantum states as input to the quantum process. Previous QPT methods typically employ a straightforward strategy…

Quantum Physics · Physics 2025-06-06 Jiaqi Yang , Xiaohua Xu , Wei Xie

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

Numerical Analysis · Computer Science 2016-03-01 Vitaly Bulgakov

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

Privacy-preserving data mining has become an important topic. People have built several multi-party-computation (MPC)-based frameworks to provide theoretically guaranteed privacy, the poor performance of real-world algorithms have always…

Cryptography and Security · Computer Science 2021-05-18 Xiaoyu Fan , Guosai Wang , Kun Chen , Xu He , Wei Xu

Quantum machine learning (QML) is rapidly transitioning from theoretical promise to practical relevance across data-intensive scientific domains. In this Review, we provide a structured overview of recent advances that bridge foundational…

Quantum Physics · Physics 2026-02-25 Vinit Singh , Amandeep Singh Bhatia , Mandeep Kaur Saggi , Manas Sajjan , Sabre Kais

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

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

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt