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We propose a novel method of finding principal components in multivariate data sets that lie on an embedded nonlinear Riemannian manifold within a higher-dimensional space. Our aim is to extend the geometric interpretation of PCA, while…

统计方法学 · 统计学 2024-06-05 Zhigang Yao , Benjamin Eltzner , Tung Pham

This paper proposes an innovative extension of Principal Component Analysis (PCA) that transcends the traditional assumption of data lying in Euclidean space, enabling its application to data on Riemannian manifolds. The primary challenge…

机器学习 · 统计学 2025-06-03 Oldemar Rodríguez

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

计算工程、金融与科学 · 计算机科学 2025-10-07 Akash Yadav , Ruda Zhang

Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…

机器学习 · 计算机科学 2025-09-24 Han-Lin Hsieh , Maryam M. Shanechi

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

统计理论 · 数学 2016-03-10 Alberto Ohashi , Alexandre B Simas

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

This paper presents a new framework for manifold learning based on a sequence of principal polynomials that capture the possibly nonlinear nature of the data. The proposed Principal Polynomial Analysis (PPA) generalizes PCA by modeling the…

机器学习 · 统计学 2016-02-02 Valero Laparra , Sandra Jiménez , Devis Tuia , Gustau Camps-Valls , Jesús Malo

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

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), along with its extensions to manifolds and outlier contaminated data, have been indispensable in computer vision and machine learning. In this work, we present a unifying formalism for PCA and its…

计算机视觉与模式识别 · 计算机科学 2024-08-06 Nathan Mankovich , Gustau Camps-Valls , Tolga Birdal

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 well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

统计方法学 · 统计学 2019-10-25 Mengyang Gu , Weining Shen

Principal Component Analysis (PCA) is a fundamental tool for representation learning, but its global linear formulation fails to capture the structure of data supported on curved manifolds. In contrast, manifold learning methods model…

机器学习 · 计算机科学 2026-04-22 Alexandre L. M. Levada

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

机器学习 · 统计学 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

计算机视觉与模式识别 · 计算机科学 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

机器学习 · 计算机科学 2025-12-01 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

We propose a new approach to analyze data that naturally lie on manifolds. We focus on a special class of manifolds, called direct product manifolds, whose intrinsic dimension could be very high. Our method finds a low-dimensional…

应用统计 · 统计学 2011-04-19 Sungkyu Jung , Mark Foskey , J. S. Marron

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

统计方法学 · 统计学 2015-08-20 Vincent Audigier , François Husson , Julie Josse

One develops a fast computational methodology for principal component analysis on manifolds. Instead of estimating intrinsic principal components on an object space with a Riemannian structure, one embeds the object space in a numerical…

统计方法学 · 统计学 2024-10-04 Ka Chun Wong , Vic Patrangenaru , Robert L. Paige , Mihaela Pricop Jeckstadt

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

生物大分子 · 定量生物学 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock
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