Related papers: Mean-Shift PCA by Knockoff Mean

Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selection methods (e.g., scree plots, parallel analysis, etc.)…

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…

We present a new algorithm, ChunkedPCA, to remove common background fluctuations from datasets acquired with a radio camera. ChunkedPCA is an improvement on using PCA to achieve fewer artifacts and better RMS on the cleaned dataset. The…

Machine learning (ML) methods have proved to be a very successful tool in physical sciences, especially when applied to experimental data analysis. Artificial intelligence is particularly good at recognizing patterns in high dimensional…

How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by…

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…

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

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…

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

In the past decade, sparse principal component analysis has emerged as an archetypal problem for illustrating statistical-computational tradeoffs. This trend has largely been driven by a line of research aiming to characterize the…

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…

This work obtains novel finite sample guarantees for Principal Component Analysis (PCA). These hold even when the corrupting noise is non-isotropic, and a part (or all of it) is data-dependent. Because of the latter, in general, the noise…

This paper concerns the Bayesian approach to inverse acoustic scattering problems of inferring the position and shape of a sound-soft obstacle from phaseless far-field data generated by point source waves. To improve the convergence rate,…

Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…

In this work, we are trying to extent the existing photometric redshift regression models from modeling pure photometric data back to the spectra themselves. To that end, we developed a PCA that is capable of describing the input…

Principal component analysis (PCA) is a fundamental tool in multivariate statistics, yet its sensitivity to outliers and limitations in distributed environments restrict its effectiveness in modern large-scale applications. To address these…

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…