arXiv:2607. 05229v1 Announce Type: cross Abstract: We present msPCA: an open-source R package for sparse principal component analysis with multiple components.
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SuperPCA is a new algorithm for high‑dimensional principal component analysis that exploits an approximate eigenspace of the sample covariance matrix. The authors show that the subspace spanned by several leading eigenvectors contains useful signal information long before individual eigenvectors converge, and they derive posteriori bounds on the angle between this subspace and the true signal subspace. By using only a small number of subsampled coordinates, SuperPCA can achieve up to a ten‑fold improvement in accuracy over classical PCA while reducing data acquisition costs, especially when the signals are approximately sparse.
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.
arXiv:2607. 23198v1 Announce Type: new Abstract: We propose Variance-Preserving Orthogonal Selection (VPOS), a greedy framework for unsupervised feature selection that operates in the weighted PCA loading space.
arXiv:2608.29362v1 Announce Type: cross Abstract: Sparse computations are fundamental to scientific computing, graph analytics, and machine learning, yet their performance is highly sensitive to the...
arXiv:2601. 10199v2 Announce Type: replace Abstract: Multivariate data often exhibit complex dependencies that violate the assumption of isotropic residual noise.
arXiv:2609.14815v1 Announce Type: cross Abstract: This paper introduces a novel framework for Regularized Multivariate Functional Principal Component Analysis (ReMFPCA) via Functional Singular Value...