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Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

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.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

This work studies the problem of sequentially recovering a sparse vector $x_t$ and a vector from a low-dimensional subspace $l_t$ from knowledge of their sum $m_t = x_t + l_t$. If the primary goal is to recover the low-dimensional subspace…

Information Theory · Computer Science 2015-05-12 Brian Lois , Namrata Vaswani

Recently, numerous learning-based compression methods have been developed with outstanding performance for the coding of the geometry information of point clouds. On the contrary, limited explorations have been devoted to point cloud…

Image and Video Processing · Electrical Eng. & Systems 2022-04-05 Jianqiang Wang , Zhan Ma

It has recently been shown that ISTA, an unaccelerated optimization method, presents sparse updates for the $\ell_1$-regularized personalized PageRank problem, leading to cheap iteration complexity and providing the same guarantees as the…

Optimization and Control · Mathematics 2023-03-24 David Martínez-Rubio , Elias Wirth , Sebastian Pokutta

In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a high-dimensional data matrix despite both small entry-wise noise and gross sparse errors. Recently, it has been shown that a convex…

Information Theory · Computer Science 2010-01-15 Zihan Zhou , Xiaodong Li , John Wright , Emmanuel Candes , Yi Ma

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Compressed sensing has shown great potentials in accelerating magnetic resonance imaging. Fast image reconstruction and high image quality are two main issues faced by this new technology. It has been shown that, redundant image…

Medical Physics · Physics 2016-01-27 Yunsong Liu , Zhifang Zhan , Jian-Feng Cai , Di Guo , Zhong Chen , Xiaobo Qu

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited…

Machine Learning · Statistics 2021-05-20 Nicholas Sterge , Bharath Sriperumbudur

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

We consider the Sparse Principal Component Analysis (SPCA) problem under the well-known spiked covariance model. Recent work has shown that the SPCA problem can be reformulated as a Mixed Integer Program (MIP) and can be solved to global…

Methodology · Statistics 2026-04-06 Kayhan Behdin , Rahul Mazumder

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves…

Statistical Finance · Quantitative Finance 2014-08-28 Marcio Laurini , Alberto Ohashi

This paper introduces a novel method for human face detection with its orientation by using wavelet, principle component analysis (PCA) and redial basis networks. The input image is analyzed by two-dimensional wavelet and a two-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2010-09-28 S. M. Kamruzzaman , Firoz Ahmed Siddiqi , Md. Saiful Islam , Md. Emdadul Haque , Mohammad Shamsul Alam

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

We suggest a novel approach for the efficient and reliable approximation of the Pareto front of sufficiently smooth unconstrained bi-criteria optimization problems. Optimality conditions formulated for weighted sum scalarizations of the…

Optimization and Control · Mathematics 2020-04-24 Matthias Bolten , Onur Tanil Doganay , Hanno Gottschalk , Kathrin Klamroth

Sparse representation-based classification (SRC), proposed by Wright et al., seeks the sparsest decomposition of a test sample over the dictionary of training samples, with classification to the most-contributing class. Because it assumes…

Computer Vision and Pattern Recognition · Computer Science 2018-06-05 Chelsea Weaver , Naoki Saito

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu
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