Related papers: Novel sparse PCA method via Runge Kutta numerical …

Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note…

Photorealistic Codec Avatars (PCA), which generate high-fidelity human face renderings, are increasingly being used in Virtual Reality (VR) environments to enable immersive communication and interaction through deep learning-based…

Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…

Sparse Representation (or coding) based Classification (SRC) has gained great success in face recognition in recent years. However, SRC emphasizes the sparsity too much and overlooks the correlation information which has been demonstrated…

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

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,…

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

In large-scale statistical modeling, reducing data size through subsampling is essential for balancing computational efficiency and statistical accuracy. We propose a new method, Principal Component Analysis guided Quantile Sampling…

Robust Principal Component Analysis (RPCA) via rank minimization is a powerful tool for recovering underlying low-rank structure of clean data corrupted with sparse noise/outliers. In many low-level vision problems, not only it is known…

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

This study computes the gradient of a function of numerical solutions of ordinary differential equations (ODEs) with respect to the initial condition. The adjoint method computes the gradient approximately by solving the corresponding…

Inspired by biological vision systems, the over-complete local features with huge cardinality are increasingly used for face recognition during the last decades. Accordingly, feature selection has become more and more important and plays a…

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG. We study the method both…

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…

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…