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Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…

Machine Learning · Computer Science 2023-03-09 Yichuan Deng , Zhao Song , Zifan Wang , Han Zhang

As one of the newest members in the field of artificial immune systems (AIS), the Dendritic Cell Algorithm (DCA) is based on behavioural models of natural dendritic cells (DCs). Unlike other AIS, the DCA does not rely on training data,…

Artificial Intelligence · Computer Science 2016-11-26 Feng Gu , Julie Greensmith , Robert Oates , Uwe Aickelin

We explore the physical implications of applying principal component analysis (PCA) to translationally invariant classical systems defined on a $d$-dimensional hypercubic lattice. Using Rayleigh-Schr\"odinger perturbation theory, we…

Statistical Mechanics · Physics 2025-04-08 Su-Chan Park

Probabilistic principal component analysis (PCA) and its Bayesian variant (BPCA) are widely used for dimension reduction in machine learning and statistics. The main advantage of probabilistic PCA over the traditional formulation is…

Machine Learning · Statistics 2025-05-23 Arghya Datta , Philippe Gagnon , Florian Maire

Learning the graphical structure of Bayesian networks is key to describing data-generating mechanisms in many complex applications but poses considerable computational challenges. Observational data can only identify the equivalence class…

Machine Learning · Statistics 2023-06-28 Enrico Giudice , Jack Kuipers , Giusi Moffa

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

Understanding feature representation for deep neural networks (DNNs) remains an open question within the general field of explainable AI. We use principal component analysis (PCA) to study the performance of a k-nearest neighbors classifier…

Machine Learning · Computer Science 2023-09-28 Amit Harlev , Andrew Engel , Panos Stinis , Tony Chiang

The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. The application of PCA in a financial setting is associated with several technical difficulties, such as numerical…

Statistical Finance · Quantitative Finance 2021-08-31 Paul Bilokon , David Finkelstein

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

Machine Learning · Computer Science 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo

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…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Most of machine learning deals with vector parameters. Ideally we would like to take higher order information into account and make use of matrix or even tensor parameters. However the resulting algorithms are usually inefficient. Here we…

Machine Learning · Computer Science 2015-07-27 Wojciech Kotłowski , Manfred K. Warmuth

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

Machine Learning · Statistics 2019-04-30 Krishna Balasubramanian , Elynn Y. Chen , Jianqing Fan , Xiang Wu

We study attention mechanisms through the lens of a canonical unsupervised problem: principal component analysis (PCA). We show that, when trained on Gaussian data, both softmax and linear attention layers learn parameters that align with…

Optimization and Control · Mathematics 2026-05-19 Rodrigo Maulen-Soto , Claire Boyer

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

Machine Learning · Computer Science 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

Distributed Principal Component Analysis (PCA) has been studied to deal with the case when data are stored across multiple machines and communication cost or privacy concerns prohibit the computation of PCA in a central location. However,…

Computation · Statistics 2022-05-02 Yong He , Zichen Liu , Yalin Wang

The increasing integration of data science techniques into quantitative finance has enabled more systematic and data-driven approaches to portfolio construction. This paper investigates the use of Principal Component Analysis (PCA) in…

Mathematical Finance · Quantitative Finance 2025-08-22 ZhengXiang Zhou , Yuqi Luan

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

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…

Quantum Physics · Physics 2025-01-15 Nhat A. Nghiem

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the…

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…

Statistics Theory · Mathematics 2025-11-05 Franck Picard , Vincent Rivoirard , Angelina Roche , Victor Panaretos
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