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Principal component analysis (PCA) is a powerful tool for dimensionality reduction. Unfortunately, it is sensitive to outliers, so that various robust PCA variants were proposed in the literature. Among them the so-called rotational…

数值分析 · 数学 2019-05-27 Sebastian Neumayer , Max Nimmer , Simon Setzer , Gabriele Steidl

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

机器学习 · 统计学 2017-02-24 Soheil Feizi , David Tse

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

统计方法学 · 统计学 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

机器学习 · 统计学 2020-08-11 Keishi Sando , Hideitsu Hino

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

计算机视觉与模式识别 · 计算机科学 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

Principal component analysis (PCA) is a fundamental tool in multivariate statistics, yet its sensitivity to outliers and limitations in distributed environments restrict its effectiveness in modern large-scale applications. To address these…

统计方法学 · 统计学 2025-10-16 Hung Hung , Zhi-Yu Jou , Su-Yun Huang , Shinto Eguchi

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

In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…

We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

数值分析 · 数学 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

机器学习 · 计算机科学 2019-07-08 F. William Townes

Principal component analysis (PCA) can be significantly limited when there is too few examples of the target data of interest. We propose a transfer learning approach to PCA (TL-PCA) where knowledge from a related source task is used in…

机器学习 · 计算机科学 2024-10-15 Sharon Hendy , Yehuda Dar

We introduce the notion of Principal Component Analysis (PCA) of image gradient orientations. As image data is typically noisy, but noise is substantially different from Gaussian, traditional PCA of pixel intensities very often fails to…

计算机视觉与模式识别 · 计算机科学 2010-05-18 Georgios Tzimiropoulos , Stefanos Zafeiriou

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

机器学习 · 统计学 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

Probabilistic Component Latent Analysis (PLCA) is a statistical modeling method for feature extraction from non-negative data. It has been fruitfully applied to various research fields of information retrieval. However, the EM-solved…

统计方法学 · 统计学 2017-03-16 D. Cazau , G. Nuel

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

统计方法学 · 统计学 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

We consider the Principal Component Analysis problem for large tensors of arbitrary order $k$ under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to…

机器学习 · 计算机科学 2014-11-06 Andrea Montanari , Emile Richard

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 a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

机器学习 · 计算机科学 2025-04-01 Loc Hoang Tran

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

统计方法学 · 统计学 2017-11-29 Zenon Gniazdowski

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

数值分析 · 数学 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez