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A randomized algorithm for principal component analysis

by Vladimir Rokhlin, Arthur Szlam, Mark Tygert - SIAM Journal on Matrix Analysis and Applications
"... Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a few digits (measured in the spectral norm, relative to the ..."
Abstract - Cited by 56 (0 self) - Add to MetaCart
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a few digits (measured in the spectral norm, relative

Tensor Principal Component Analysis via Convex Optimization

by Bo Jiang, Shiqian Ma, Shuzhong Zhang, Hong Kong , 2012
"... This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case where the tensor in question is supersymmetric with an even degr ..."
Abstract - Cited by 4 (2 self) - Add to MetaCart
This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case where the tensor in question is supersymmetric with an even

A probabilistic algorithm for k-SAT and constraint satisfaction problems

by Uwe Schöning, Universität Ulm, Abteilung Theoretische Informatik - In Proceedings of the 40th Annual IEEE Symposium on Foundations of Computer Science, FOCS'99 , 1999
"... We present a simple probabilistic algorithm for solving k-SAT, and more generally, for solving constraint satisfaction problems (CSP). The algorithm follows a simple localsearch paradigm (cf. [9]): randomly guess an initial assignment and then, guided by those clauses (constraints) that are not sati ..."
Abstract - Cited by 158 (4 self) - Add to MetaCart
) that are not satisfied, by successively choosing a random literal from such a clause and flipping the corresponding bit, try to find a satisfying assignment. If no satisfying assignment is found after O(n) steps, start over again. Our analysis shows that for any satisfiable k-CNF formula with n variables this process

Robust PCA via outlier pursuit

by Huan Xu, Constantine Caramanis, Sujay Sanghavi , 2010
"... Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented sensitivity to outliers. Recent work has considered the setting w ..."
Abstract - Cited by 92 (9 self) - Add to MetaCart
Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented sensitivity to outliers. Recent work has considered the setting

Whom You Know Matters: Venture Capital Networks and Investment Performance,

by Yael Hochberg , Alexander Ljungqvist , Yang Lu , Steve Drucker , Jan Eberly , Eric Green , Yaniv Grinstein , Josh Lerner , Laura Lindsey , Max Maksimovic , Roni Michaely , Maureen O'hara , Ludo Phalippou Mitch Petersen , Jesper Sorensen , Per Strömberg Morten Sorensen , Yael Hochberg , Johnson - Journal of Finance , 2007
"... Abstract Many financial markets are characterized by strong relationships and networks, rather than arm's-length, spot-market transactions. We examine the performance consequences of this organizational choice in the context of relationships established when VCs syndicate portfolio company inv ..."
Abstract - Cited by 138 (8 self) - Add to MetaCart
centrality measure by dividing by the maximum possible degree in an n-actor network (i.e., n-1). While we normalize the centrality measures used in the empirical analysis, we note that all our results are robust to using non-normalized network centrality measures instead. 8 B. Closeness While degree counts

Rigorous Hitting Times for Binary Mutations

by Josselin Garnier, Leila Kallel, Marc Schoenauer , 1999
"... In the binary evolutionary optimization framework, two mutation operators are theoretically investigated. For both the standard mutation, in which all bits are flipped independently with the same probability, and the 1-bit-flip mutation, which flips exactly one bit per bitstring, the statistical dis ..."
Abstract - Cited by 64 (2 self) - Add to MetaCart
distribution of the first hitting times of the target are thoroughly computed (expectation and variance) up to terms of order l (the size of the bitstrings) in two distinct situations: without any selection, or with the deterministic (1+1)-ES selection on the OneMax problem. In both cases, the 1-bit-flip

VLSI architecture of leading eigenvector generation for on-chip principal component analysis spike sorting system

by Tung-chien Chen, Wentai Liu, Liang-gee Chen - in Proc. Conf. IEEE EMBS , 2008
"... Abstract — On-chip spike detection and principal component analysis (PCA) sorting hardware in an integrated multi-channel neural recording system is highly desired to ease the bandwidth bottleneck from high-density microelectrode array implanted in the cortex. In this paper, we propose the first lea ..."
Abstract - Cited by 6 (1 self) - Add to MetaCart
Abstract — On-chip spike detection and principal component analysis (PCA) sorting hardware in an integrated multi-channel neural recording system is highly desired to ease the bandwidth bottleneck from high-density microelectrode array implanted in the cortex. In this paper, we propose the first

RICE UNIVERSITY Regime Change: Sampling Rate vs. Bit-Depth in Compressive Sensing

by Jason Noah Laska , 2011
"... The compressive sensing (CS) framework aims to ease the burden on analog-to-digital converters (ADCs) by exploiting inherent structure in natural and man-made signals. It has been demon-strated that structured signals can be acquired with just a small number of linear measurements, on the order of t ..."
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. We develop a new theoretical framework to analyze this extreme case and develop new algorithms for signal reconstruction from such coarsely quantized measurements. The 1-bit CS framework leads us to scenarios where it may be more appropriate to reduce bit-depth instead of sampling rate. We find

1 Feedback Capacity of the Gaussian Interference Channel to within 2 Bits

by Changho Suh, David Tse , 2010
"... ar ..."
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Robust Matrix Decomposition with Sparse Corruptions

by Daniel Hsu, Sham M. Kakade, Tong Zhang
"... Abstract—Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix, and the goal is to recover these individual components from the observed sum. Such additive decompositions have applications in a variety of numerical problems including system identifi ..."
Abstract - Cited by 47 (4 self) - Add to MetaCart
identification, latent variable graphical modeling, and principal components analysis. We study conditions under which recovering such a decomposition is possible via a combination of ℓ1 norm and trace norm minimization. We are specifically interested in the question of how many sparse corruptions are allowed so
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