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Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Principal component analysis (PCA) is a widely used dimension reduction method, but its performance is known to be non-robust to outliers. Recently, product-PCA (PPCA) has been shown to possess the efficiency-loss free ordering-robustness…

Statistics Theory · Mathematics 2024-12-17 Hung Hung , Chi-Chun Yeh , Su-Yun Huang

Principal Component Analysis (PCA) via Singular Value Decomposition (SVD) of large datasets is an adaptive exploratory method to uncover natural patterns underlying the data. Several recent applications of the PCA-SVD to event-by-event…

Nuclear Theory · Physics 2023-03-21 Bao-An Li , Jake Richter

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…

Statistics Theory · Mathematics 2009-01-22 Boaz Nadler

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Linear principal component analysis (PCA) learns (semi-)orthogonal transformations by orienting the axes to maximize variance. Consequently, it can only identify orthogonal axes whose variances are clearly distinct, but it cannot identify…

Machine Learning · Computer Science 2024-07-02 Fahdi Kanavati , Lucy Katsnith , Masayuki Tsuneki

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

We explore the use of principal component analysis (PCA) to characterize high-fidelity simulations and interferometric observations of the millimeter emission that originates near the horizons of accreting black holes. We show…

Instrumentation and Methods for Astrophysics · Physics 2018-09-05 Lia Medeiros , Tod R. Lauer , Dimitrios Psaltis , Feryal Özel

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

We present a new technique called contrastive principal component analysis (cPCA) that is designed to discover low-dimensional structure that is unique to a dataset, or enriched in one dataset relative to other data. The technique is a…

Machine Learning · Statistics 2017-11-23 Abubakar Abid , Martin J. Zhang , Vivek K. Bagaria , James Zou

High-fidelity modeling of blood flow is crucial for enhancing our understanding of cardiovascular disease. Despite significant advances in computational and experimental characterization of blood flow, the knowledge that we can acquire from…

Computational Physics · Physics 2021-06-08 Amirhossein Arzani , Scott T. M. Dawson

We demonstrate the utility of an unsupervised machine learning tool for the detection of phase transitions in off-lattice systems. We focus on the application of principal component analysis (PCA) to detect the freezing transitions of…

Computational Physics · Physics 2018-12-07 R. B. Jadrich , B. A. Lindquist , T. M. Truskett

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

We study nonequilibrium quantum dynamics of spin chains by employing principal component analysis (PCA) on data sets of wave function snapshots and examine how information propagates within these data sets. The quantities we employ are…

Disordered Systems and Neural Networks · Physics 2025-08-28 Devendra Singh Bhakuni , Roberto Verdel , Cristiano Muzzi , Riccardo Andreoni , Monika Aidelsburger , Marcello Dalmonte

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

Characterizing complex many-body phases of matter has been a central question in quantum physics for decades. Numerical methods built around approximations of the renormalization group (RG) flow equations have offered reliable and…

Strongly Correlated Electrons · Physics 2024-03-25 Jiawei Zang , Matija Medvidović , Dominik Kiese , Domenico Di Sante , Anirvan M. Sengupta , Andrew J. Millis

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao