相关论文: Memory Limited, Streaming PCA

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…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

We initiate the investigation of the parameterized complexity of Diameter and Connectivity in the streaming paradigm. On the positive end, we show that knowing a vertex cover of size $k$ allows for algorithms in the Adjacency List (AL)…

Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

In recent work, robust Principal Components Analysis (PCA) has been posed as a problem of recovering a low-rank matrix $\mathbf{L}$ and a sparse matrix $\mathbf{S}$ from their sum, $\mathbf{M}:= \mathbf{L} + \mathbf{S}$ and a provably exact…

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for…

Big data problems frequently require processing datasets in a streaming fashion, either because all data are available at once but collectively are larger than available memory or because the data intrinsically arrive one data point at a…

For multimode processes, one generally establishes local monitoring models corresponding to local modes. However, the significant features of previous modes may be catastrophically forgotten when a monitoring model for the current mode is…

We introduce primed-PCA (pPCA), a two-step algorithm for speeding up the approximation of principal components. This algorithm first runs any approximate-PCA method to get an initial estimate of the principal components (priming), and then…

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

Streaming principal component analysis (PCA) is an integral tool in large-scale machine learning for rapidly estimating low-dimensional subspaces from very high-dimensional data arriving at a high rate. However, modern datasets increasingly…

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

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 components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…