Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a particular linear combination of the input variables while constraining the numb...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursui...
Variable selection consists in identifying a k-subset of a set of original variables that is optimal for a given criterion of adequate approximation to the whole data set. Several...
Background: The ever increasing sizes of population genetic datasets pose great challenges for population structure analysis. The Tracy-Widom (TW) statistical test is widely used ...
— Over the last century, Component Analysis (CA) methods such as Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA), Canonical Correlation Analysis (CCA), Lap...