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Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

应用统计 · 统计学 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

计算机视觉与模式识别 · 计算机科学 2020-09-28 Chisom Ezinne Ogbuanya

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…

机器学习 · 统计学 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

统计方法学 · 统计学 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

机器学习 · 统计学 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

统计方法学 · 统计学 2021-08-12 Xinyu Zhang , Howell Tong

In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many contemporary datasets, when the number of parameters is…

概率论 · 数学 2019-02-14 Enrico Au-Yeung , Greg Zanotti

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

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

数据结构与算法 · 计算机科学 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

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

Principal Components Analysis (PCA) is a common way to study the sources of variation in a high-dimensional data set. Typically, the leading principal components are used to understand the variation in the data or to reduce the dimension of…

Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of linearly uncorrelated variables via an orthogonal…

最优化与控制 · 数学 2024-03-06 Xin Liang , Zhen-Chen Guo , Li Wang , Ren-Cang Li , Wen-Wei Lin

High-dimensional data often exhibit dependencies among variables that violate the isotropic-noise assumption under which principal component analysis (PCA) is optimal. For cases where the noise is not independent and identically distributed…

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

信息论 · 计算机科学 2014-06-19 Andrea Montanari , Emile Richard

Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…

统计方法学 · 统计学 2015-09-25 E. Schmitt , K. Vakili

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

最优化与控制 · 数学 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…

统计理论 · 数学 2023-02-15 Haoyu Wang

Principal component analysis has been widely adopted to reduce the dimension of data while preserving the information. The quantum version of PCA (qPCA) can be used to analyze an unknown low-rank density matrix by rapidly revealing the…

量子物理 · 物理学 2022-01-26 Zhaokai Li , Zihua Chai , Yuhang Guo , Wentao Ji , Mengqi Wang , Fazhan Shi , Ya Wang , Seth Lloyd , Jiangfeng Du

With the development of high-throughput technologies, principal component analysis (PCA) in the high-dimensional regime is of great interest. Most of the existing theoretical and methodological results for high-dimensional PCA are based on…

统计理论 · 数学 2019-03-11 Rounak Dey , Seunggeun Lee

This paper studies Principal Component Analysis (PCA) for data lying in hyperbolic spaces. Given directions, PCA relies on: (1) a parameterization of subspaces spanned by these directions, (2) a method of projection onto subspaces that…

机器学习 · 计算机科学 2021-07-16 Ines Chami , Albert Gu , Dat Nguyen , Christopher Ré