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Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the…

Machine Learning · Computer Science 2024-08-06 Anish Agarwal , Keegan Harris , Justin Whitehouse , Zhiwei Steven Wu

Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…

Machine Learning · Statistics 2024-07-11 Puoya Tabaghi , Michael Khanzadeh , Yusu Wang , Sivash Mirarab

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…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…

Statistics Theory · Mathematics 2017-10-30 Raphael Hauser , Raul Kangro , Jüri Lember , Heinrich Matzinger

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao

In this work we introduce a new residual for normal linear models that are suitable for situations in which we are dealing with heteroskedasticity of unknown form, they are referred to by principal component analysis (PCA) residuals. These…

Methodology · Statistics 2017-09-01 Andréa V. Rocha , Evelina Shamarova , Alexandre B. Simas

Principal Component Analysis (PCA) is a powerful tool in statistics and machine learning. While existing study of PCA focuses on the recovery of principal components and their associated eigenvalues, there are few precise characterizations…

Statistics Theory · Mathematics 2022-04-12 Emmanuel Abbe , Jianqing Fan , Kaizheng Wang

The concept of quantum correlation matrix for observables leads to the application of the PCA (Principal Component Analysis) also for quantum system in Hilbert space. It is shown that, in the case of a 2x2 spin system where the observables…

Quantum Physics · Physics 2017-01-12 Renzo Mosetti

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

Principal component analysis (PCA) is traditionally implemented through a covariance or kernel matrix, leading-eigenvector extraction, and hard rank-$k$ projection. These steps can be computationally costly in high-dimensional and…

Quantum Physics · Physics 2026-05-28 Yewei Yuan , Michele Minervini , Mark M. Wilde , Nana Liu

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…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

We present an unsupervised learning analysis of correlation hierarchies in the quarter-filled simple and extended Hubbard models by applying principal component analysis (PCA) to exact-diagonalization (ED) data on 3x4 and 4x4 cylindrical…

Strongly Correlated Electrons · Physics 2026-05-12 Md Fahad Equbal , S R Hassan , M. A. H. Ahsan

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)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard