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Factor analysis and principal component analysis (PCA) are used in many application areas. The first step, choosing the number of components, remains a serious challenge. Our work proposes improved methods for this important problem. One of…

Methodology · Statistics 2019-09-17 Edgar Dobriban , Art B. Owen

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-22 Ni An , Steven Weber

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Sungho Shin , Alex D. Smith , S. Joe Qin , Victor M. Zavala

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

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and…

Machine Learning · Computer Science 2025-10-22 Jan Quan , Johan Suykens , Panagiotis Patrinos

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

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

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

In this paper, we develop an algorithm for federated principal component analysis (PCA) with emphases on both communication efficiency and data privacy. Generally speaking, federated PCA algorithms based on direct adaptations of classic…

Optimization and Control · Mathematics 2024-10-29 Lei Wang , Xin Liu , Yin Zhang

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Machine Learning · Computer Science 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

Optimization and Control · Mathematics 2025-04-16 Gösta Stomberg , Maurice Raetsch , Alexander Engelmann , Timm Faulwasser

Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…

Machine Learning · Computer Science 2025-03-04 Junhui Shen , Aaron J. Davis , Ding Lu , Zhaojun Bai

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd