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Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

统计理论 · 数学 2009-08-26 Arash A. Amini , Martin J. Wainwright

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

统计方法学 · 统计学 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Various unsupervised greedy selection methods have been proposed as computationally tractable approximations to the NP-hard subset selection problem. These methods rely on sequentially selecting the variables that best improve performance…

机器学习 · 计算机科学 2025-02-18 Federico Zocco , Marco Maggipinto , Gian Antonio Susto , Seán McLoone

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…

机器学习 · 计算机科学 2019-02-08 Qiwei Xie , Liang Tang , Weifu Li , Vijay John , Yong Hu

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

最优化与控制 · 数学 2009-07-14 Zhaosong Lu , Yong Zhang

Deep neural networks perform remarkably well on image classification tasks but remain vulnerable to carefully crafted adversarial perturbations. This work revisits linear dimensionality reduction as a simple, data-adapted defense. We…

机器学习 · 计算机科学 2025-10-08 Killian Steunou , Théo Druilhe , Sigurd Saue

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

机器学习 · 统计学 2012-03-07 Brian McWilliams , Giovanni Montana

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

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

数值分析 · 数学 2017-02-07 Indika Udagedara , Brian Helenbrook , Aaron Luttman , Jared Catenacci

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

统计方法学 · 统计学 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

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) 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

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

统计计算 · 统计学 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-$r$ leading principal components such that all these principal components are linear combinations of a common subset of at most $k$…

最优化与控制 · 数学 2022-05-11 Santanu S. Dey , Marco Molinaro , Guanyi Wang

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

统计方法学 · 统计学 2025-07-15 Felix Reinbott , Anja Janßen

This work includes all the technical details of the Sequential Principal Curves Analysis (SPCA) in a single document. SPCA is an unsupervised nonlinear and invertible feature extraction technique. The identified curvilinear features can be…

机器学习 · 统计学 2016-06-06 Valero Laparra , Jesus Malo

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 the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

机器学习 · 计算机科学 2021-11-30 Arpita Gang , Waheed U. Bajwa

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

统计方法学 · 统计学 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

统计方法学 · 统计学 2025-10-07 Jan O. Bauer