Related papers: Global Convergence of Adaptive Sensing for Princip…
For multimode processes, one generally establishes local monitoring models corresponding to local modes. However, the significant features of previous modes may be catastrophically forgotten when a monitoring model for the current mode is…
Principal skewness analysis (PSA) has been introduced for feature extraction in hyperspectral imagery. As a third-order generalization of principal component analysis (PCA), its solution of searching for the locally maximum skewness…
We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…
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…
This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…
In many atmospheric and earth sciences, it is of interest to identify dominant spatial patterns of variation based on data observed at $p$ locations and $n$ time points with the possibility that $p>n$. While principal component analysis…
We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish lower bounds on the rates of convergence of the estimators of the…
Neural learning rules for principal component / subspace analysis (PCA / PSA) can be derived by maximizing an objective function (summed variance of the projection on the subspace axes) under an orthonormality constraint. For a subspace…
We study distributed principal component analysis (PCA) in high-dimensional settings under the spiked model. In such regimes, sample eigenvectors can deviate significantly from population ones, introducing a persistent bias. Existing…
In this paper, we address two challenging problems in unsupervised subspace learning: 1) how to automatically identify the feature dimension of the learned subspace (i.e., automatic subspace learning), and 2) how to learn the underlying…
This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…
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…
Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…
When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying…
Sparse Principal Component Analysis (PCA) is a prevalent tool across a plethora of subfields of applied statistics. While several results have characterized the recovery error of the principal eigenvectors, these are typically in spectral…
The convergence of the generalized alternating projection (GAP) algorithm is studied in this paper to solve the compressive sensing problem $\yv = \Amat \xv + \epsilonv$. By assuming that $\Amat\Amat\ts$ is invertible, we prove that GAP…
Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…
In this paper, a self-adaptive contractive (SAC) algorithm is proposed for enhanced dynamic phasor estimation in the diverse operating conditions of modern power systems. At a high-level, the method is composed of three stages: parameter…