相关论文: Low-rank covariance matrix estimation for factor a…

We study the problem of estimating the frequencies of several complex sinusoids with constant amplitude (CA) (also called constant modulus) from multichannel signals of their superposition. To exploit the CA property for frequency…

Dimensionality reduction methods, such as principal component analysis (PCA) and factor analysis, are central to many problems in data science. There are, however, serious and well-understood challenges to finding robust low dimensional…

For subspace estimation with an unknown colored noise, Factor Analysis (FA) is a good candidate for replacing the popular eigenvalue decomposition (EVD). Finding the unknowns in factor analysis can be done by solving a non-linear least…

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can…

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

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…

Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

Factor analysis and principal component analysis (PCA) are used in many application areas. The first step, choosing the number of components, remains a serious challenge. Our work proposes improved methods for this important problem. One of…

We consider the problem of direction-of-arrival (DOA) estimation in unknown partially correlated noise environments where the noise covariance matrix is sparse. A sparse noise covariance matrix is a common model for a sparse array of…

Photoacoustic imaging (PAI) is a promising medical imaging modality providing the spatial resolution of ultrasound (US) imaging and the contrast of pure optical imaging. For linear-array PAI, a beamformer has to be used as the…

The success of gradient descent in ML and especially for learning neural networks is remarkable and robust. In the context of how the brain learns, one aspect of gradient descent that appears biologically difficult to realize (if not…

Delay-and-sum (DAS) algorithms are widely used for beamforming in linear array photoacoustic imaging systems and are characterized by fast execution. However, these algorithms suffer from various drawbacks like low resolution, low contrast,…

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

Factor Analysis is about finding a low-rank plus sparse additive decomposition from a noisy estimate of the signal covariance matrix. In order to get such a decomposition, we formulate an optimization problem using the nuclear norm for the…

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Principal component analysis and factor analysis are fundamental multivariate analysis methods. In this paper a unified framework to connect them is introduced. Under a general latent variable model, we present matrix optimization problems…

Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…