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Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…

Machine Learning · Computer Science 2025-02-27 Fangshuo Liao , Wenyi Su , Anastasios Kyrillidis

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

Neural networks-based learning of the distribution of non-dispatchable renewable electricity generation from sources such as photovoltaics (PV) and wind as well as load demands has recently gained attention. Normalizing flow density models…

Machine Learning · Computer Science 2022-01-10 Eike Cramer , Alexander Mitsos , Raul Tempone , Manuel Dahmen

Many statistical estimation techniques for high-dimensional or functional data are based on a preliminary dimension reduction step, which consists in projecting the sample $\bX_1, \hdots, \bX_n$ onto the first $D$ eigenvectors of the…

Statistics Theory · Mathematics 2010-04-26 Gérard Biau , André Mas

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

With the development of high-throughput technologies, principal component analysis (PCA) in the high-dimensional regime is of great interest. Most of the existing theoretical and methodological results for high-dimensional PCA are based on…

Statistics Theory · Mathematics 2019-03-11 Rounak Dey , Seunggeun Lee

PCA is often used in anomaly detection and statistical process control tasks. For bivariate data, we prove that the minor projection (the least varying projection) of the PCA-rotated data is the most sensitive to distributional changes,…

Statistics Theory · Mathematics 2019-05-16 Martin Tveten

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

Phylogenetic analysis of DNA or other data commonly gives rise to a collection or sample of inferred evolutionary trees. Principal Components Analysis (PCA) cannot be applied directly to collections of trees since the space of evolutionary…

Statistics Theory · Mathematics 2012-02-24 Tom M. W. Nye

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

The success of algorithms in the analysis of high-dimensional data is often attributed to the manifold hypothesis, which supposes that this data lie on or near a manifold of much lower dimension. It is often useful to determine or estimate…

Machine Learning · Statistics 2024-09-10 Anna C. Gilbert , Kevin O'Neill

In 2019, Yoshida et al. developed tropical Principal Component Analysis (PCA), that is, an analogue of the classical PCA in the setting of tropical geometry and applied it to visualize a set of gene trees over a space of phylogenetic trees…

Combinatorics · Mathematics 2025-05-23 Ruriko Yoshida

The probabilistic principal component analysis (PPCA) is built upon a global linear mapping, with which it is insufficient to model complex data variation. This paper proposes a mixture of bilateral-projection probabilistic principal…

Computer Vision and Pattern Recognition · Computer Science 2016-01-08 Fujiao Ju , Yanfeng Sun , Junbin Gao , Simeng Liu , Yongli Hu

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

We develop an intensive embedding for visualizing the space of all predictions for probabalistic models, using replica theory. Our embedding is isometric (preserves the distinguishability between models) and faithful (yields low-dimensional…

Statistical Mechanics · Physics 2017-09-08 Katherine N. Quinn , Francesco De Bernardis , Michael D. Niemack , James P. Sethna

In this paper, we tackle a significant challenge in PCA: heterogeneity. When data are collected from different sources with heterogeneous trends while still sharing some congruency, it is critical to extract shared knowledge while retaining…

Machine Learning · Computer Science 2025-08-25 Naichen Shi , Raed Al Kontar

We explore the physical implications of applying principal component analysis (PCA) to translationally invariant classical systems defined on a $d$-dimensional hypercubic lattice. Using Rayleigh-Schr\"odinger perturbation theory, we…

Statistical Mechanics · Physics 2025-04-08 Su-Chan Park

This paper studies kernel PCA in a decentralized setting, where data are distributively observed with full features in local nodes and a fusion center is prohibited. Compared with linear PCA, the use of kernel brings challenges to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Fan He , Ruikai Yang , Lei Shi , Xiaolin Huang