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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…

统计理论 · 数学 2013-05-27 Zongming Ma

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

机器学习 · 计算机科学 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

分布式、并行与集群计算 · 计算机科学 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

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,…

统计计算 · 统计学 2022-05-02 Yong He , Zichen Liu , Yalin Wang

We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…

信息论 · 计算机科学 2021-06-29 HanQin Cai , Jian-Feng Cai , Ke Wei

It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…

核理论 · 物理学 2020-12-01 Igor Altsybeev

In this paper we analyze the behavior of the Oja's algorithm for online/streaming principal component subspace estimation. It is proved that with high probability it performs an efficient, gap-free, global convergence rate to approximate an…

机器学习 · 计算机科学 2024-03-06 Xin Liang

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

机器学习 · 计算机科学 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

统计方法学 · 统计学 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

量子物理 · 物理学 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

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,…

密码学与安全 · 计算机科学 2024-02-06 Xirong Ma

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

机器学习 · 计算机科学 2020-11-24 Shenglan Liu , Yang Yu

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

统计方法学 · 统计学 2025-08-22 Zhongyuan Lyu , Ming Yuan

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

统计方法学 · 统计学 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

机器学习 · 计算机科学 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

网络与互联网体系结构 · 计算机科学 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

机器学习 · 统计学 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…

数值分析 · 数学 2019-03-08 Liron Mor-Yosef , Haim Avron