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相关论文: Rotated spectral principal component analysis (rsP…

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Remote sensing observations, products and simulations are fundamental sources of information to monitor our planet and its climate variability. Uncovering the main modes of spatial and temporal variability in Earth data is essential to…

大气与海洋物理 · 物理学 2020-02-12 Diego Bueso , Maria Piles , Gustau Camps-Valls

The Earth's climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud…

大气与海洋物理 · 物理学 2022-01-19 Gary Froyland , Dimitrios Giannakis , Benjamin Lintner , Maxwell Pike , Joanna Slawinska

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

最优化与控制 · 数学 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

机器学习 · 计算机科学 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

The recent work by (Rieger et al 2021) is concerned with the problem of extracting features from spatio-temporal geophysical signals. The authors introduce the complex rotated MCA (xMCA) to deal with lagged effects and non-orthogonality of…

机器学习 · 计算机科学 2022-12-16 D. Bueso , M. Piles , G. Camps-Valls

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 a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

统计理论 · 数学 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

统计理论 · 数学 2009-01-29 Iain M Johnstone , Arthur Yu Lu

In this paper, we propose a new method to perform Sparse Kernel Principal Component Analysis (SKPCA) and also mathematically analyze the validity of SKPCA. We formulate SKPCA as a constrained optimization problem with elastic net…

机器学习 · 计算机科学 2018-09-17 Rudrajit Das , Aditya Golatkar , Suyash P. Awate

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

机器学习 · 统计学 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

统计理论 · 数学 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

Robust tensor principal component analysis (RTPCA) can separate the low-rank component and sparse component from multidimensional data, which has been used successfully in several image applications. Its performance varies with different…

计算机视觉与模式识别 · 计算机科学 2020-11-11 Shenghan Wang , Yipeng Liu , Lanlan Feng , Ce Zhu

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

天体物理仪器与方法 · 物理学 2014-12-16 Ludovic Delchambre

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…

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

统计理论 · 数学 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

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

We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…

机器学习 · 统计学 2022-08-04 Hong-Lan Botterman , Julien Roussel , Thomas Morzadec , Ali Jabbari , Nicolas Brunel

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

机器学习 · 统计学 2023-08-07 Fan Chen , Karl Rohe

Soil moisture (SM) is a key state variable of the hydrological cycle, needed to monitor the effects of a changing climate on natural resources. Soil moisture is highly variable in space and time, presenting seasonalities, anomalies and…

大气与海洋物理 · 物理学 2020-12-10 Diego Bueso , Maria Piles , Gustau Camps-Valls

Doppler radars are routinely used for the remote sensing of oceanic surface currents and atmospheric wind profiles. Even though they operate at different frequencies and address different media, they follow very similar processing for the…

大气与海洋物理 · 物理学 2021-02-02 Baptiste Domps , Julien Marmain , Charles-Antoine Guérin
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