相关论文: $e^{\text{RPCA}}$: Robust Principal Component Anal…

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

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…

This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Principal component analysis (PCA) is widely used for dimension reduction and embedding of real data in social network analysis, information retrieval, and natural language processing, etc. In this work we propose a fast randomized PCA…

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Traditional load analysis is facing challenges with the new electricity usage patterns due to demand response as well as increasing deployment of distributed generations, including photovoltaics (PV), electric vehicles (EV), and energy…

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Principal Component Analysis (PCA) is one of the most important unsupervised methods to handle high-dimensional data. However, due to the high computational complexity of its eigen decomposition solution, it hard to apply PCA to the…

Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the…

We consider the problem of recovering a low-rank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved…

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…

Low-rank and sparse decompositions and robust PCA (RPCA) are highly successful techniques in image processing and have recently found use in groupwise image registration. In this paper, we investigate the drawbacks of the most common…