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Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Low-rank decomposition, particularly Singular Value Decomposition (SVD), is a pivotal technique for mitigating the storage and computational demands of Large Language Models (LLMs). However, prevalent SVD-based approaches overlook the…

Machine Learning · Computer Science 2026-01-15 Lin Xv , Xian Gao , Ting Li , Yuzhuo Fu

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,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

Singular Value Decomposition (SVD) is a fundamental matrix factorization technique in linear algebra, widely applied in numerous matrix-related problems. However, traditional SVD approaches are hindered by slow panel factorization and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-18 Shifang Liu , Huiyuan Li , Hongjiao Sheng , Haoyuan Gui , Xiaoyu Zhang

The Engineers' Salary Prediction Challenge requires classifying salary categories into three classes based on tabular data. The job description is represented as a 300-dimensional word embedding incorporated into the tabular features,…

Machine Learning · Computer Science 2025-09-17 Liam Ressel , Hamza A. A. Gardi

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-01 Namrata Vaswani , Han Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-03 Namrata Vaswani , Han Guo

Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means…

Machine Learning · Computer Science 2019-03-01 Soheil Ahmadi , Mansoor Rezghi

We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…

Numerical Analysis · Computer Science 2017-11-22 Masaki Onuki , Shunsuke Ono , Keiichiro Shirai , Yuichi Tanaka

The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…

Methodology · Statistics 2012-02-14 Carlos A. Alfaro , Burcu Aydın , Elizabeth Bullitt , Alim Ladha , Carlos E. Valencia

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

Singular Value Decomposition (SVD) is a powerful tool in linear algebra.We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The paper illustrates nonlinear SVD…

Chaotic Dynamics · Physics 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

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…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

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

In order to process efficiently ever-higher dimensional data such as images, sentences, or audio recordings, one needs to find a proper way to reduce the dimensionality of such data. In this regard, SVD-based methods including PCA and…

Machine Learning · Computer Science 2021-03-09 Quentin Fournier , Daniel Aloise

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

Storing data is particularly a challenge when dealing with image data which often involves large file sizes due to the high resolution and complexity of images. Efficient image compression algorithms are crucial to better manage data…

Computer Vision and Pattern Recognition · Computer Science 2024-06-10 Zahra Golpayegani , Nizar Bouguila

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

Mathematical Software · Computer Science 2019-07-16 Vadim Demchik , Miroslav Bačák , Stefan Bordag