arXiv:2606. 03553v1 Announce Type: cross Abstract: While principal component analysis (PCA) is a fundamental tool for dimensionality reduction, its dense representations make it ill-suited for high-dimensional data.
By David V\"avinggren, Francis Bach, Andr\'e M. H. Teixeira, Dave Zachariah, Ant\^onio H. Ribeiro
arXiv:2601. 19179v2 Announce Type: replace Abstract: Autoencoders have long been considered a nonlinear extension of Principal Component Analysis (PCA).
By Qipeng Zhan, Zhuoping Zhou, Zexuan Wang, Li Shen
arXiv:2608. 15313v1 Announce Type: cross Abstract: In this paper, we propose SHOPCA (Shape Operator-based Principal Component Analysis), a novel method for unsupervised metric learning and dimensionality reduction that incorporates differential geometric information into the covariance structure of classical PCA.
By Alexandre L. M. Levada
arXiv:2505. 19925v2 Announce Type: replace-cross Abstract: The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers.
By Fabio Centofanti, Mia Hubert, Peter J. Rousseeuw
arXiv:2607. 18209v1 Announce Type: cross Abstract: This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments.
By Yihong Gu, Katherine Liao, Tianxi Cai
arXiv:2407. 01718v2 Announce Type: replace-cross Abstract: Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis.
By Boris Landa, Yuval Kluger, Rong Ma