We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in co...
An important problem in principal component analysis (PCA) is the estimation of the correct number of components to retain. PCA is most often used to reduce a set of observed vari...
—Principal component based anomaly detection has emerged as an important statistical tool for network anomaly detection. It works by projecting summary network information onto a...
We present a new algorithm for eliminating excess parameters and improving network generalization after supervised training. The method, \Principal Components Pruning (PCP)",...
We describe a new method for performing a nonlinear form of Principal Component Analysis. By the use of integral operator kernel functions, we can e ciently compute principal comp...