Paper develops a dual formulation for PCA in Hilbert spaces.
problem Characterizing probabilistic PCA in Hilbert spaces.
method Dual formulation for probabilistic PCA in Hilbert spaces.
result Generative framework for kernel methods developed.
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48 results for “probabilistic principal component analyzers”
Low-rank MPPCA improves importance sampling in high dimensions.
problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.
Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not robust, as they are sensitive to outliers. To alleviate this problem, this paper i…
HeMPPCAT improves PCA for data with varying noise.
problem PCA's suboptimal performance on data with heterogeneous noise.
method HeMPPCAT uses a GEM algorithm to estimate factors, means, and noise variances.
result Improved factor estimates and clustering accuracy compared to MPPCA.
This paper improves PPCA robustness using -distributions.
problem Improving robustness of probabilistic PCA.
method Using multivariate -distributions and a hierarchical model.
result Clarified the correct correspondence between the multivariate -PPCA framework and the hierarchical model.
Develops statistical framework for analyzing functional data extremes.
problem Analyzing extremes of functional data in Hilbert spaces.
method Regular variation in Hilbert spaces, Peaks-Over-Threshold framework, functional PCA.
result Proposes a dimension reduction method for functional extreme observations.
HPPCA improves imputation of longitudinal data with missing values.
problem Handling incomplete, high-dimensional longitudinal data with nested sources of variation and temporal dependency.
method Hierarchical probabilistic principal component analysis (HPPCA) with a two-level latent factor model and Gaussian process.
result HPPCA outperforms standard PPCA and multivariate functional PCA in imputation accuracy, even under heavy missingness and model misspecification.
Paper uses PCA to analyze Chinese sovereign bonds and discusses bond immunization.
problem Analyzing factors affecting Chinese sovereign bond yield changes.
method Applied Principal Component Analysis (PCA) on bond yield data.
result Identified principal factors influencing Chinese sovereign bond yield changes.
In this paper, we propose a new method to perform Sparse Kernel Principal Component Analysis (SKPCA) and also mathematically analyze the validity of SKPCA. We formulate SKPCA as a constrained optimization problem with elastic net regularization (Hastie et al.) in kernel feature space and solve it. We consider outlier d…
We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any black-box routine for ridge regression. By avoiding explicit principal …
Paper introduces MPPGA for integrating multiple PGA models on Riemannian manifolds.
problem Challenges in dimensionality reduction on Riemannian manifolds with multiple modalities.
method Develops a mixture probabilistic principal geodesic analysis (MPPGA) model.
result Demonstrates improved clustering and shape analysis using MPPGA.
Proposes MPCA for robust PCA using mode estimation.
problem Outliers sensitivity in PCA.
method Modal Principal Component Analysis (MPCA) based on mode estimation.
result MPCA shows advantages over conventional methods.
On the Consistency of Maximum Likelihood Estimation of Probabilistic Principal Component Analysisstat.ML
New approach resolves ambiguity in PPCA model's maximum likelihood estimation.
problem Ambiguity in maximum likelihood estimation of PPCA model due to rotational symmetry.
method Using quotient topological spaces, the approach resolves ambiguity and shows consistency of the maximum likelihood solution.
result Maximum likelihood solution is consistent in an appropriate quotient Euclidean space.
LLMs learn probability density functions in-context, showing distinct learning trajectories.
problem Density estimation of time series data in LLMs.
method Intensive Principal Component Analysis (InPCA) to visualize and analyze LLMs' learning dynamics.
result LLMs follow similar learning trajectories in a low-dimensional InPCA space, distinct from traditional methods.
New method models asymmetric data with improved tail dependence.
problem Asymmetric data and tail dependence modeling.
method Generalized Skew-t Probabilistic Principal Component Analysis.
result Improved modeling of asymmetric data with tail effects.
Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests. Despite its rich applications, theoretical convergence analysis remains largely ope…
QPCA improves PCA for cyclostationary data.
problem Improving PCA for cyclostationary data.
method Formulated as an optimization problem, QPCA decomposes into frequency-domain PCA problems.
result Optimized basis for cyclostationary data.
This paper analyzes how errors accumulate in PCA's deflation method.
problem Error accumulation in PCA's deflation method.
method Mathematical analysis of inexact Hotelling's deflation method in two scenarios.
result Characterization of error propagation in PCA's deflation method.
Study explores K-means clustering of variables and its relation to PCA.
problem Exploring the relationship between K-means clustering of variables and PCA.
method Apply PCA to original data and K-means to transposed data, quantify variable contributions to principal components.
result Identifies how variable clusters contribute to principal components identified by PCA.
PGPCA improves PCA for nonlinear data in neuroscience.
problem Nonlinear data distribution in neuroscience.
method Developed PGPCA for nonlinear manifolds, incorporating EM algorithm.
result PGPCA outperforms PPCA in modeling data around nonlinear manifolds.
Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works have proposed a probabilistic approach able to infer the number of significant c…
Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components are computed, the interpretation of the selected variables is difficult since ea…
A novel online framework for analyzing multidimensional functional data.
problem Analysis of multidimensional functional data streams poses significant challenges.
method Online functional principal component analysis using tensor product splines on a Stiefel manifold with Riemannian stochastic gradient descent.
result Efficient and scalable modeling of multidimensional functional data.
We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministi…
We analyze conditional optimization problems arising in discrete time Principal-Agent problems of delegated portfolio optimization with linear contracts. Applying tools from Conditional Analysis we show that some results known in the literature for very specific instances of the problem carry over to translation invari…
Regularized LAEs learn principal components efficiently.
problem Learning optimal linear representations with LAEs.
method Proper regularization schemes (non-uniform ℓ2 and nested dropout).
result Convergence to optimal representation is slow due to ill-conditioning.
Regularized MFPCA smooths multivariate functional data for clearer patterns.
problem Challenges in controlling roughness of multivariate functional PCs.
method ReMFPCA incorporates a roughness penalty in a penalized framework to smooth PCs.
result Smoothed multivariate functional PCs reveal clearer patterns.
The paper improves RPCA for separating sparse and manifold components on noisy data.
problem Separating sparse and manifold components from noisy data.
method Nonlinear Robust Principal Component Analysis (RPCA) framework.
result The method successfully separates sparse and manifold components under noisy data.
Survey of factor analysis, PCA, variational inference, and VAE.
problem Dimensionality reduction and generative modeling of data.
method Variational inference, factor analysis, probabilistic PCA, and VAE.
result Derivation and explanation of ELBO, EM, and closed-form solutions.
Bitcoin's Crypto Flow Networkq-fin.GN
Study reveals structure of Bitcoin's crypto flow network.
problem Understanding crypto flows among Bitcoin users.
method Blockchain data, user identification, network construction, bow-tie structure, Hodge decomposition, non-negative matrix factorization.
result Users are located in upstream, downstream, and core of the crypto flow network.
R-PCA extends PCA to Riemannian manifolds for structured data.
problem Applying PCA to data on Riemannian manifolds without vector space operations.
method Adapting PCA to Riemannian manifolds by equipping data with local metrics.
result Unified approach for dimensionality reduction and statistical analysis on manifolds.
Linear VAEs explain posterior collapse in VAEs via local maxima in log marginal likelihood.
problem Posterior collapse in VAEs where variational posterior matches prior for some latent variables.
method Analysis of linear VAEs and their relation to pPCA, proving ELBO does not introduce spurious local maxima.
result Linear VAEs have identifiable global maxima corresponding to principal component directions, explaining posterior collapse.
Probabilistic Autoencoder learns latent space weights' distribution.
problem Nonlinear model reconstruction error and sample quality.
method Normalizing flow for latent space weights' probability distribution.
result PAE achieves small reconstruction errors, high sample quality, and good performance.
New metric detects adversarial samples with high accuracy.
problem Vulnerability of deep neural networks to adversarial samples.
method Analyzed adversarial samples through their contributions to principal components of images.
result Proposed new metric (k,p) point for measuring robustness to adversarial samples.
This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be grossly corrupted with sparse and arbitrary large noise. Most of the known techn…
Novel F2NARX model improves surrogate modeling for stochastic dynamical systems.
problem Challenges in constructing accurate and efficient surrogate models for stochastic dynamical systems.
method Function-on-Function Nonlinear AutoRegressive model with eXogenous inputs (F2NARX) combining PCA and Gaussian process regression.
result F2NARX outperforms state-of-the-art NARX models in efficiency and accuracy.
Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…
New GMM models fit high-dimensional data with fewer parameters.
problem Overparameterization and lack of flexibility in GMMs for high-dimensional data.
method Piecewise-constant covariance eigenvalue profiles, EM and penalized EM algorithms.
result Superior likelihood-parsimony tradeoffs in density fitting, clustering, and denoising.
Paper proposes a new method for exact recovery in robust tensor principal component analysis.
problem Exact recovery of low-rank and sparse components in tensors.
method Proposes a new method based on tensor-tensor product and t-SVD to solve a convex optimization problem.
result Exact recovery achieved in a deterministic fashion without randomness assumptions.
How does missing data affect our ability to learn signal structures? It has been shown that learning signal structure in terms of principal components is dependent on the ratio of sample size and dimensionality and that a critical number of observations is needed before learning starts (Biehl and Mietzner, 1993). Here …
MCPCA analyzes shared factors across multiple data contexts.
problem No tools to recover shared factors across multiple contexts.
method Developed a theoretical and algorithmic framework (MCPCA).
result Reveals shared axes of variation across subsets of contexts.
Robust Streaming PCAstat.ML
We consider streaming principal component analysis when the stochastic data-generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to a temporal uncertainty set. Under this setting, we provide fundamental limits on…
New method analyzes Jones polynomial manifold structure.
problem Understanding the structure of Jones polynomial.
method Filtrations and Principal Component Analysis for infinite data sets.
result Jones polynomial can be viewed as an approximately 3 dimensional manifold.
Study on reducing dimensionality in high-dimensional regression with kernel methods and stability analysis.
problem Analyzing errors in high-dimensional regression with dimensionality reduction and kernel regression.
method Derive a stability result for kernel regression with Wasserstein distance and apply it to PCA to deduce convergence rates.
result Two-step procedure yields useful convergence rates in semi-supervised settings.
New method for robust PCA with exponential family distributions.
problem Recovering low-rank structure from data matrices with outliers.
method Alternating Direction Method of Multipliers for .
result Demonstrated effectiveness in steel sheet defect detection and crime activity monitoring.
A new method improves target selection for manipulating complex systems like the brain.
problem Improper incorporation of low-variance outcomes into latent space of predictive models.
method Developed a novel objective based on supervised variational autoencoders (SVAEs) for PPCA (Probabilistic Principal Component Analysis).
result gPCR (Generative Principal Component Regression) dramatically improves target selection in manipulation compared to standard PCR and SVAEs.
Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to approximate the tensor rank with the norm of singular values based on its …
We study the problem of nonnegative rank-one approximation of a nonnegative tensor, and show that the globally optimal solution that minimizes the generalized Kullback-Leibler divergence can be efficiently obtained, i.e., it is not NP-hard. This result works for arbitrary nonnegative tensors with an arbitrary number of…