arXiv Machine Learning By Peng Zhao

De-floored Principal Component Regression: When Rank Selection Alone Is Insufficient for Prediction

Read the original on arXiv Machine Learning →

arXiv:2607. 16638v1 Announce Type: cross Abstract: Principal component regression (PCR) regularizes high-dimensional prediction by choosing a spectral cutoff, but rank selection cannot correct systematic inflation of the retained empirical eigenvalues.

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arXiv Machine Learning
Jul 27

Heavy-Tailed Principal Component Analysis

arXiv:2603. 11308v3 Announce Type: replace Abstract: Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.

By Mario Sayde, Christopher Khater, Jihad Fahs, Ibrahim Abou-Faycal