Related papers: Ultralow-dimensionality reduction for identifying …
Complex dynamical systems-such as climate, ecosystems, and economics-can undergo catastrophic and potentially irreversible regime changes, often triggered by environmental parameter drift and stochastic disturbances. These critical…
Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…
Due to their transient nature, clouds represent anomalies relative to the underlying landscape of interest. Hence, the challenge of cloud identification can be considered a specific case in the more general problem of anomaly detection. The…
A new procedure is proposed for the dimensional reduction of time series. Similarly to principal components, the procedure seeks a low-dimensional manifold that minimizes information loss. Unlike principal components, however, the new…
We present a new technique called contrastive principal component analysis (cPCA) that is designed to discover low-dimensional structure that is unique to a dataset, or enriched in one dataset relative to other data. The technique is a…
The dynamics of many-body systems can often be captured in terms of only a few relevant variables. Mathematical and numerical approaches exist to identify these variables by exploiting a separation of time scales between slow relevant and…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…
Principal Components Analysis (PCA) is a common way to study the sources of variation in a high-dimensional data set. Typically, the leading principal components are used to understand the variation in the data or to reduce the dimension of…
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…
Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…
This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…
A powerful study design in the fields of genomics and metabolomics is the 'replicated time course experiment' where individual time series are observed for a sample of biological units, such as human patients, termed replicates. Standard…
This paper introduces a novel sparse latent factor modeling framework using sparse asymptotic Principal Component Analysis (APCA) to analyze the co-movements of high-dimensional panel data over time. Unlike existing methods based on sparse…
This paper develops a method to detect model structural changes by applying a Corrected Kernel Principal Component Analysis (CKPCA) to construct the so-called central distribution deviation subspaces. This approach can efficiently identify…
We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…
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)…
Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…
Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…