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The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-04 Xi Chen , Jason D. Lee , He Li , Yun Yang

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf

Learning augmented is a machine learning concept built to improve the performance of a method or model, such as enhancing its ability to predict and generalize data or features, or testing the reliability of the method by introducing noise…

Machine Learning · Computer Science 2024-01-09 Issam K. O Jabari , Shofiyah , Pradiptya Kahvi S , Novi Nur Putriwijaya , Novanto Yudistira

We propose a novel way of computing surface folding maps via solving a linear PDE. This framework is a generalization to the existing quasiconformal methods and allows manipulation of the geometry of folding. Moreover, the crucial quantity…

Computational Geometry · Computer Science 2019-04-12 Di Qiu , Ka-Chun Lam , Lok-Ming Lui

We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…

Methodology · Statistics 2016-07-06 Piotr Sobczyk , Malgorzata Bogdan , Julie Josse

We address shortcomings of principal component analysis (PCA) for visualizing high-dimensional data lying on a nonlinear low-dimensional manifold via two-dimensional scatterplots, focusing on a fossil teeth dataset from the early mammalian…

Statistical Mechanics · Physics 2026-05-19 Gionni Marchetti

The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…

Computation · Statistics 2014-01-13 Michael McCoy , Joel Tropp

The past few years have seen a revived interest in quantum geometrical characterizations of band structures due to the rapid development of topological insulators and semi-metals. Although the metric tensor has been connected to many…

Mesoscale and Nanoscale Physics · Physics 2023-03-07 Adrien Bouhon , Abigail Timmel , Robert-Jan Slager

Variational auto-encoders (VAEs) have proven to be a well suited tool for performing dimensionality reduction by extracting latent variables lying in a potentially much smaller dimensional space than the data. Their ability to capture…

Machine Learning · Statistics 2020-10-23 Clément Chadebec , Clément Mantoux , Stéphanie Allassonnière

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

Computer Vision and Pattern Recognition · Computer Science 2018-02-06 Ajay Gupta , Adrian Barbu

We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…

Econometrics · Economics 2026-02-13 Matteo Barigozzi

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Manifold learning is a hot research topic in the field of computer science. A crucial issue with current manifold learning methods is that they lack a natural quantitative measure to assess the quality of learned embeddings, which greatly…

Computer Vision and Pattern Recognition · Computer Science 2011-08-09 Peng Zhang , Yuanyuan Ren , Bo Zhang

Modern day quantum simulators can prepare a wide variety of quantum states but the accurate estimation of observables from tomographic measurement data often poses a challenge. We tackle this problem by developing a quantum state tomography…

Quantum Physics · Physics 2022-09-27 Tobias Schmale , Moritz Reh , Martin Gärttner

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

Weighted quadratic estimates are proved for certain bisectorial firstorder differential operators with bounded measurable coefficients which are (not necessarily pointwise) accretive, on complete manifolds with positive injectivity radius.…

Analysis of PDEs · Mathematics 2024-05-29 Pascal Auscher , Andrew J. Morris , Andreas Rosén

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Machine Learning · Computer Science 2025-02-25 Elena M. De-Diego , Adrián Perez-Suay , Paula Gordaliza , Jean-Michel Loubes

Numerous dimensionality reduction problems in data analysis involve the recovery of low-dimensional models or the learning of manifolds underlying sets of data. Many manifold learning methods require the estimation of the tangent space of…

Computation · Statistics 2013-05-20 Hemant Tyagi , Elif Vural , Pascal Frossard