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This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…

Machine Learning · Statistics 2022-05-25 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Optimization and Control · Mathematics 2019-03-19 Andrei Mukhin , Aleksey Khlyupin

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

Methodology · Statistics 2023-08-22 Fei Ding , Shiyuan He , David E. Jones , Jianhua Z. Huang

Principal Component Analysis (PCA) and other multi-variate models are often used in the analysis of "omics" data. These models contain much information which is currently neither easily accessible nor interpretable. Here we present an…

Genomics · Quantitative Biology 2021-11-18 Nordine Aouni , Luc Linders , David Robinson , Len Vandelaer , Jessica Wiezorek , Geetesh Gupta , Rachel Cavill

This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the…

Machine Learning · Statistics 2019-08-14 Vittorio Lippi , Giacomo Ceccarelli

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

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

High-dimensional data sets are often analyzed and explored via the construction of a latent low-dimensional space which enables convenient visualization and efficient predictive modeling or clustering. For complex data structures, linear…

Machine Learning · Computer Science 2022-05-25 Oskar Allerbo , Rebecka Jörnsten

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use as an anomaly detection technique. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by…

Machine Learning · Computer Science 2017-08-01 Raghavendra Chalapathy , Aditya Krishna Menon , Sanjay Chawla

Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…

Methodology · Statistics 2021-08-17 Tonglin Zhang , Baijian Yang , Qianqian Song , Jing Su

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

PCA can be used for rotation invariant features, describing a shape with its $p_{ab}=E[(x_i-E[x_a])(x_b-E[x_b])]$ covariance matrix approximating shape by ellipsoid, allowing for rotation invariants like its traces of powers. However, real…

Computer Vision and Pattern Recognition · Computer Science 2026-01-08 Jarek Duda

In recent years, machine learning models have been increasingly applied to spectroscopic datasets for chemical and biomedical analysis. For their successful adoption, particularly in clinical and safety-critical settings, professionals and…

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

In many reacting flow systems, the thermo-chemical state-space is known or assumed to evolve close to a low-dimensional manifold (LDM). Various approaches are available to obtain those manifolds and subsequently express the original…

Principal Component Analysis (PCA) is a widely used technique in exploratory data analysis, visualization, and data preprocessing, leveraging the concept of variance to identify key dimensions in datasets. In this study, we focus on the…

Applications · Statistics 2024-07-03 Reza Dastranj , Martin Kolar

In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

Statistics Theory · Mathematics 2017-04-03 Ilaria Giulini

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing