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相关论文: Introduction to Principal Components Analysis

200 篇论文

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

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

计算机视觉与模式识别 · 计算机科学 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

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…

统计方法学 · 统计学 2025-07-15 Felix Reinbott , Anja Janßen

Principal component analysis (PCA) is a longstanding and well-studied approach for dimension reduction. It rests upon the assumption that the underlying signal in the data has low rank, and thus can be well-summarized using a small number…

统计方法学 · 统计学 2025-08-14 Ronan Perry , Snigdha Panigrahi , Jacob Bien , Daniela Witten

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

机器学习 · 统计学 2020-08-11 Keishi Sando , Hideitsu Hino

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

最优化与控制 · 数学 2009-07-14 Zhaosong Lu , Yong Zhang

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 tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

机器学习 · 统计学 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

数理金融 · 定量金融 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

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

We present an unsupervised learning analysis of correlation hierarchies in the quarter-filled simple and extended Hubbard models by applying principal component analysis (PCA) to exact-diagonalization (ED) data on 3x4 and 4x4 cylindrical…

强关联电子 · 物理学 2026-05-12 Md Fahad Equbal , S R Hassan , M. A. H. Ahsan

In this work we investigate the Principal Component Analysis (PCA) sensitivity to the velocity power spectrum in high opacity regimes of the interstellar medium (ISM). For our analysis we use synthetic Position-Position-Velocity (PPV) cubes…

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

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

统计方法学 · 统计学 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

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…

机器学习 · 统计学 2023-06-26 Vlad Niculae

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

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,…

机器学习 · 统计学 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

应用统计 · 统计学 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

We analyse 400 ks of XMM-Newton data on the active galactic nucleus NGC 1365 using principal component analysis (PCA) to identify model independent spectral components. We find two significant components and demonstrate that they are…

高能天体物理现象 · 物理学 2015-06-19 M. L. Parker , D. J. Walton , A. C. Fabian , G. Risaliti

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

统计计算 · 统计学 2016-01-29 Qiaoya Zhang , Yiyuan She