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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

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note…

Machine Learning · Statistics 2018-04-03 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

In practice most functional data cannot be recorded on a continuum, but rather at discrete time points. It is also quite common that these measurements come with an additive error, which one would like eliminate for the statistical…

Statistics Theory · Mathematics 2021-11-16 Siegfried Hörmann , Fatima Jammoul

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Methodology · Statistics 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

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

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

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of…

Machine Learning · Statistics 2017-09-28 Chen Gao , Brian E. Moore , Raj Rao Nadakuditi

In this work, we consider a conventional test of gravitational wave (GW) propagation which is based on the phenomenological parameterized dispersion relation to describe potential departures from General Relativity (GR) along the…

General Relativity and Quantum Cosmology · Physics 2024-05-24 Zhi-Chu Ma , Rui Niu , Wen Zhao

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

Machine Learning · Computer Science 2021-11-30 Arpita Gang , Waheed U. Bajwa

Graph neural networks process information on graphs represented at a given resolution scale. We analyze the effect of using different coarse-grained graph resolutions, obtained through the Laplacian renormalization group theory, on node…

Machine Learning · Computer Science 2025-04-15 Francesco Caso , Giovanni Trappolini , Andrea Bacciu , Pietro Liò , Fabrizio Silvestri

The construction of a meaningful graph plays a crucial role in the success of many graph-based representations and algorithms for handling structured data, especially in the emerging field of graph signal processing. However, a meaningful…

Machine Learning · Computer Science 2016-02-23 Xiaowen Dong , Dorina Thanou , Pascal Frossard , Pierre Vandergheynst

Neural networks-based learning of the distribution of non-dispatchable renewable electricity generation from sources such as photovoltaics (PV) and wind as well as load demands has recently gained attention. Normalizing flow density models…

Machine Learning · Computer Science 2022-01-10 Eike Cramer , Alexander Mitsos , Raul Tempone , Manuel Dahmen
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