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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

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

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

机器学习 · 统计学 2019-08-21 Genevera I. Allen , Michael Weylandt

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

统计方法学 · 统计学 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

统计方法学 · 统计学 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

机器学习 · 计算机科学 2023-01-25 Arpita Gang , Waheed U. Bajwa

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

The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…

统计理论 · 数学 2025-03-31 Holger Drees

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

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

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

最优化与控制 · 数学 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

Deep autoencoders are often extended with a supervised or adversarial loss to learn latent representations with desirable properties, such as greater predictivity of labels and outcomes or fairness with respects to a sensitive variable.…

机器学习 · 统计学 2022-01-10 William E. Carson , Austin Talbot , David Carlson

Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…

机器学习 · 统计学 2020-09-08 Andrew J. Landgraf , Yoonkyung Lee

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

机器学习 · 统计学 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case…

最优化与控制 · 数学 2013-11-19 Bo Jiang , Shiqian Ma , Shuzhong Zhang

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

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…

统计方法学 · 统计学 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…

统计理论 · 数学 2019-12-17 Arvind Prasadan , Raj Rao Nadakuditi , Debashis Paul

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…

机器学习 · 统计学 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

机器学习 · 计算机科学 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo