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Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen

We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…

Machine Learning · Computer Science 2015-08-03 Ohad Shamir

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

This work studies estimation of sparse principal components in high dimensions. Specifically, we consider a class of estimators based on kernel PCA, generalizing the covariance thresholding algorithm proposed by Krauthgamer et al. (2015).…

Statistics Theory · Mathematics 2025-04-10 Michael J. Feldman , Theodor Misiakiewicz , Elad Romanov

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

Analyzing massive data sets has been one of the key motivations for studying streaming algorithms. In recent years, there has been significant progress in analysing distributions in a streaming setting, but the progress on graph problems…

Data Structures and Algorithms · Computer Science 2009-05-05 Kook Jin Ahn , Sudipto Guha

We study online linear-quadratic regulation (LQR) with unknown dynamics under communication rate constraints. Classical networked control quantizes the plant state at every time step, requiring $O(T)$ total bits while injecting persistent…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Barron Han , Victoria Kostina , Babak Hassibi

A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…

Fluid Dynamics · Physics 2019-01-14 Oliver T. Schmidt , Aaron Towne

We initiate the investigation of the parameterized complexity of Diameter and Connectivity in the streaming paradigm. On the positive end, we show that knowing a vertex cover of size $k$ allows for algorithms in the Adjacency List (AL)…

Data Structures and Algorithms · Computer Science 2024-07-19 Jelle J. Oostveen , Erik Jan van Leeuwen

Principal component analysis (PCA) has been widely used as an effective technique for feature extraction and dimension reduction. In the High Dimension Low Sample Size (HDLSS) setting, one may prefer modified principal components, with…

Machine Learning · Computer Science 2021-10-08 Haiyan Jiang , Haoyi Xiong , Dongrui Wu , Ji Liu , Dejing Dou

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

This paper proposes and evaluates a novel algorithm for streaming video over HTTP. The problem is formulated as a non-convex optimization problem which is constrained by the predicted available bandwidth, chunk deadlines, available video…

Networking and Internet Architecture · Computer Science 2019-01-23 Anis Elgabli , Vaneet Aggarwal

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

Variational quantum algorithms are the centerpiece of modern quantum programming. These algorithms involve training parameterized quantum circuits using a classical co-processor, an approach adapted partly from classical machine learning.…

Quantum Physics · Physics 2022-11-09 V. Akshay , H. Philathong , E. Campos , D. Rabinovich , I. Zacharov , Xiao-Ming Zhang , J. Biamonte

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 introduce the notion of Principal Component Analysis (PCA) of image gradient orientations. As image data is typically noisy, but noise is substantially different from Gaussian, traditional PCA of pixel intensities very often fails to…

Computer Vision and Pattern Recognition · Computer Science 2010-05-18 Georgios Tzimiropoulos , Stefanos Zafeiriou

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Video matting is crucial for applications such as film production and virtual reality, yet deploying its computationally intensive models on resource-constrained devices presents challenges. Quantization is a key technique for model…

Computer Vision and Pattern Recognition · Computer Science 2025-06-13 Tianrui Zhu , Houyuan Chen , Ruihao Gong , Michele Magno , Haotong Qin , Kai Zhang

The Kalman-Bucy filter is extensively utilized across various applications. However, its computational complexity increases significantly in large-scale systems. To mitigate this challenge, a low-rank approximated Kalman--Bucy filter was…

Optimization and Control · Mathematics 2024-07-09 Daiki Tsuzuki , Kentaro Ohki

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf
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