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Estimating the leading principal components of data, assuming they are sparse, is a central task in modern high-dimensional statistics. Many algorithms were developed for this sparse PCA problem, from simple diagonal thresholding to…

Statistics Theory · Mathematics 2015-06-04 Robert Krauthgamer , Boaz Nadler , Dan Vilenchik

In this paper, we propose a new framework for segmenting feature-based moving objects under affine subspace model. Since the feature trajectories in practice are high-dimensional and contain a lot of noise, we firstly apply the sparse PCA…

Computer Vision and Pattern Recognition · Computer Science 2017-01-25 Michael Ying Yang , Hanno Ackermann , Weiyao Lin , Sitong Feng , Bodo Rosenhahn

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

We propose a new algorithm for hyperparameter selection in machine learning algorithms. The algorithm is a novel modification of Harmonica, a spectral hyperparameter selection approach using sparse recovery methods. In particular, we show…

Machine Learning · Computer Science 2019-04-26 Minsu Cho , Chinmay Hegde

We present a novel feature selection technique, Sparse Linear Centroid-Encoder (SLCE). The algorithm uses a linear transformation to reconstruct a point as its class centroid and, at the same time, uses the $\ell_1$-norm penalty to filter…

Machine Learning · Computer Science 2023-06-12 Tomojit Ghosh , Michael Kirby , Karim Karimov

Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted a tremendous amount of attention in the last two decades as canonical examples of statistical problems in…

Statistics Theory · Mathematics 2018-11-27 Guy Bresler , Sung Min Park , Madalina Persu

Tensor Robust Principal Component Analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches…

Numerical Analysis · Mathematics 2026-01-15 Chao Wang , Huiwen Zheng , Raymond Chan , Youwei Wen

Sparse principal component analysis (sPCA) has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. The main challenge underlying sPCA is to estimate the first vector of loadings of the…

Methodology · Statistics 2018-02-01 Jana Janková , Sara van de Geer

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

In this paper, a fast algorithm for overcomplete sparse decomposition, called SL0, is proposed. The algorithm is essentially a method for obtaining sparse solutions of underdetermined systems of linear equations, and its applications…

Information Theory · Computer Science 2009-11-13 Hossein Mohimani , Massoud Babaie-Zadeh , Christian Jutten

Surface reconstruction from sparse views aims to reconstruct a 3D shape or scene from few RGB images. The latest methods are either generalization-based or overfitting-based. However, the generalization-based methods do not generalize well…

Computer Vision and Pattern Recognition · Computer Science 2025-08-04 Liang Han , Xu Zhang , Haichuan Song , Kanle Shi , Yu-Shen Liu , Zhizhong Han

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

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

Applications · Statistics 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

Sparse tensors are prevalent in real-world applications, often characterized by their large-scale, high-order, and high-dimensional nature. Directly handling raw tensors is impractical due to the significant memory and computational…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Zixuan Li , Mingxing Duan , Huizhang Luo , Wangdong Yang , Kenli Li , Keqin Li

Principal Component Analysis (PCA) is a fundamental tool for representation learning, but its global linear formulation fails to capture the structure of data supported on curved manifolds. In contrast, manifold learning methods model…

Machine Learning · Computer Science 2026-04-22 Alexandre L. M. Levada

Sparse compiler is a promising solution for sparse tensor algebra optimization. In compiler implementation, reduction in sparse-dense hybrid algebra plays a key role in performance. Though GPU provides various reduction semantics that can…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-10 Genghan Zhang , Yuetong Zhao , Yanting Tao , Zhongming Yu , Guohao Dai , Sitao Huang , Yuan Wen , Pavlos Petoumenos , Yu Wang

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…

Machine Learning · Computer Science 2015-10-20 Tengyu Ma , Avi Wigderson

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,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

The widespread use of multisensor technology and the emergence of big data sets have brought the necessity to develop more versatile tools to represent higher-order data with multiple aspects and high dimensionality. Data in the form of…

Signal Processing · Electrical Eng. & Systems 2018-06-27 Ali Zare , Alp Ozdemir , Mark A. Iwen , Selin Aviyente

Recursive projection aggregation (RPA) decoding as introduced in [1] is a novel decoding algorithm which performs close to the maximum likelihood decoder for short-length Reed-Muller codes. Recently, an extension to RPA decoding, called…

Information Theory · Computer Science 2022-11-03 Johannes Voigt , Holger Jäkel , Laurent Schmalen
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