Related papers: Filtered Spectral Projection for Quantum Principal…
Principal component analysis (PCA) is traditionally implemented through a covariance or kernel matrix, leading-eigenvector extraction, and hard rank-$k$ projection. These steps can be computationally costly in high-dimensional and…
Principal component analysis has been widely adopted to reduce the dimension of data while preserving the information. The quantum version of PCA (qPCA) can be used to analyze an unknown low-rank density matrix by rapidly revealing the…
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…
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…
In this paper, we propose a low complexity quantum principal component analysis (qPCA) algorithm. Similar to the state-of-the-art qPCA, it achieves dimension reduction by extracting principal components of the data matrix, rather than all…
Quantum principal component analysis (QPCA) ignited a new development toward quantum machine learning algorithms. Initially showcasing as an active way for analyzing a quantum system using the quantum state itself, QPCA also found potential…
We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…
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…
Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…
Standard quantum inference converts quantum data into classical outputs. We study an alternative inference setting in which the desired output is quantum, preserving coherence. Such settings include quantum purity amplification (QPA),…
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…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
We introduce Quantum Spectral Authentication (QSA), a primitive for verifying that a remote quantum endpoint still possesses a previously installed secret quantum resource, such as a hidden state or state-preparation capability, without…
Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…
Quantum signal processing (QSP) has emerged as a unifying subroutine in quantum algorithms. In QSP, we are given a function $f$ and a unitary black-box $U$, and the goal is to construct a quantum circuit for implementing $f(U)$ to a given…
Accurate state preparation is a critical bottleneck in many quantum algorithms, particularly those for ground state energy estimation. Even in fault-tolerant quantum computing, preparing a quantum state with sufficient overlap to the…
Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…
We introduce Principal Component Analysis guided Quantile Sampling (PCA QS), a novel sampling framework designed to preserve both the statistical and geometric structure of large scale datasets. Unlike conventional PCA, which reduces…
We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…
Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…