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Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

Kernel Principal Component Analysis (KPCA) is a popular dimensionality reduction technique with a wide range of applications. However, it suffers from the problem of poor scalability. Various approximation methods have been proposed in the…

Machine Learning · Computer Science 2017-12-13 Deena P. Francis , Kumudha Raimond

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) 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

Principal component analysis (PCA) can be significantly limited when there is too few examples of the target data of interest. We propose a transfer learning approach to PCA (TL-PCA) where knowledge from a related source task is used in…

Machine Learning · Computer Science 2024-10-15 Sharon Hendy , Yehuda Dar

Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…

Methodology · Statistics 2020-10-15 Yipeng Song , Johan A. Westerhuis , Age K. Smilde

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

Many studies of neural activity in behaving animals aim to discover interpretable low-dimensional structure in large-scale neural population recordings. One approach to this problem is demixed principal component analysis (dPCA), a…

Neurons and Cognition · Quantitative Biology 2019-12-11 Kenneth W. Latimer

Even with the rise in popularity of over-parameterized models, simple dimensionality reduction and clustering methods, such as PCA and k-means, are still routinely used in an amazing variety of settings. A primary reason is the combination…

Methodology · Statistics 2020-09-08 Debolina Paul , Saptarshi Chakraborty , Didong Li , David Dunson

Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…

Machine Learning · Computer Science 2022-09-20 Vanessa Böhm , Uroš Seljak

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…

Machine Learning · Computer Science 2019-11-19 Samuele Battaglino , Erdem Koyuncu

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

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Michael Fraiman , Paulina Hoyos , Tamir Bendory , Joe Kileel , Oscar Mickelin , Nir Sharon , Amit Singer

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy