中文
相关论文

相关论文: Robust estimation of principal components from dep…

200 篇论文

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

机器学习 · 计算机科学 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

In many atmospheric and earth sciences, it is of interest to identify dominant spatial patterns of variation based on data observed at $p$ locations and $n$ time points with the possibility that $p>n$. While principal component analysis…

统计方法学 · 统计学 2016-02-29 Wen-Ting Wang , Hsin-Cheng Huang

Principal component analysis (PCA) is a widely used method for dimension reduction. In high dimensional data, the "signal" eigenvalues corresponding to weak principal components (PCs) do not necessarily separate from the bulk of the "noise"…

统计理论 · 数学 2017-10-03 Edgar Dobriban

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

机器学习 · 计算机科学 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

机器学习 · 统计学 2017-08-16 Darren Homrighausen , Daniel J. McDonald

Principal component analysis (PCA) is a popular tool for linear dimensionality reduction and feature extraction. Kernel PCA is the nonlinear form of PCA, which better exploits the complicated spatial structure of high-dimensional features.…

计算机视觉与模式识别 · 计算机科学 2014-09-02 Quan Wang

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

统计方法学 · 统计学 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

In high-dimensional principal component analysis, important inferential targets include both leading spikes and the associated principal eigenspaces. Such problems arise naturally in high-dimensional factor models, where leading principal…

统计理论 · 数学 2026-03-26 Yanqing Yin , Wang Zhou

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…

机器学习 · 统计学 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…

统计计算 · 统计学 2019-01-14 Holger Cevallos-Valdiviezo , Stefan Van Aelst

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

统计方法学 · 统计学 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…

统计计算 · 统计学 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

统计方法学 · 统计学 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

统计方法学 · 统计学 2026-02-10 Enes Makalic , Daniel F. Schmidt

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

系统与控制 · 电气工程与系统科学 2020-03-16 Sungho Shin , Alex D. Smith , S. Joe Qin , Victor M. Zavala

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

统计理论 · 数学 2014-06-25 Olivier Ledoit , Michael Wolf

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…

机器学习 · 统计学 2019-04-30 Krishna Balasubramanian , Elynn Y. Chen , Jianqing Fan , Xiang Wu

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

统计方法学 · 统计学 2022-08-18 Xiaoyu Hu , Fang Yao

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…

机器学习 · 计算机科学 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

An important step in speaker verification is extracting features that best characterize the speaker voice. This paper investigates a front-end processing that aims at improving the performance of speaker verification based on the SVMs…

机器学习 · 计算机科学 2013-06-13 Kawthar Yasmine Zergat , Abderrahmane Amrouche