We study sparse principal components analysis in the high-dimensional setting, where p (the number of variables) can be much larger than n (the number of observations). We prove o...
We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in co...
Eigenvalue problems are rampant in machine learning and statistics and appear in the context of classification, dimensionality reduction, etc. In this paper, we consider a cardina...
Bharath K. Sriperumbudur, David A. Torres, Gert R....
We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. ...
— We present a new optimization procedure which is particularly suited for the solution of second-order kernel methods like e.g. Kernel-PCA. Common to these methods is that there...