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Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under…

数值分析 · 数学 2025-04-28 Yangyang Xu , Kexin Li , Li Yang , You-Wei Wen

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

数学软件 · 计算机科学 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

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

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

机器学习 · 统计学 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

机器学习 · 统计学 2020-09-04 Young Woong Park , Diego Klabjan

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

应用统计 · 统计学 2025-06-25 Theodosios Papazoglou , Guosheng Yin

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

统计方法学 · 统计学 2015-06-16 A. A. Akinduko , A. N. Gorban

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…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

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

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

统计计算 · 统计学 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

信息论 · 计算机科学 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

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

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

Tensor principal component analysis (TPCA) is a multi-linear extension of principal component analysis which converts a set of correlated measurements into several principal components. In this paper, we propose a new robust TPCA method to…

计算机视觉与模式识别 · 计算机科学 2017-01-17 Longxi Chen , Yipeng Liu , Ce Zhu

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

机器学习 · 计算机科学 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

应用统计 · 统计学 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

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

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

机器学习 · 统计学 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

统计理论 · 数学 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang