Generalized power method for sparse principal component analysis

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at once, respectively. While the initial formulations involve nonconvex functions, and are therefore computationally intractable, we rewrite them into the form of an optimization program involving maximization of a convex function on a compact set. The dimension of the search space is decreased enormously if the data matrix has many more columns (variables) than rows. We then propose and analyze a simple gradient method suited for the task. It appears that our algorithm has best convergence properties in the case when either the objective function or the feasible set are strongly convex, which is the case with our single-unit formulations and can be enforced in the block case. Finally, we demonstrate numerically on a set of random and gene expression test problems that our approach outperforms existing algorithms both in quality of the obtained solution and in computational speed. © 2010 Michel Journée, Yurii Nesterov, Peter Richtárik and Rodolphe Sepulchre.

Randomized nonlinear component analysis

Copyright © (2014) by the International Machine Learning Society (IMLS) All rights reserved. Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear re-lationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the large scale. In a separate strand of recent research, randomized methods have been proposed to construct features that help reveal nonlinear patterns in data. For basic tasks such as regression or classification, random features exhibit little or no loss in performance, while achieving drastic savings in computational requirements. In this paper we leverage randomness to design scalable new variants of nonlinear PCA and CCA; our ideas extend to key multivariate analysis tools such as spectral clustering or LDA. We demonstrate our algorithms through experiments on real- world data, on which we compare against the state-of-the-art. A simple R implementation of the presented algorithms is provided.

Broadband terahertz time-domain spectroscopy of drugs-of-abuse and the use of principal component analysis

EPSRC, the European Community IST FP6 Integrated, etc

On Combining Morphological Component Analysis and Concentric Morphology Model for Mammographic Mass Detection

Mammographic mass detection is an important task for the early diagnosis of breast cancer. However, it is difficult to distinguish masses from normal regions because of their abundant morphological characteristics and ambiguous margins. To improve the mass detection performance, it is essential to effectively preprocess mammogram to preserve both the intensity distribution and morphological characteristics of regions. In this paper, morphological component analysis is first introduced to decompose a mammogram into a piecewise-smooth component and a texture component. The former is utilized in our detection scheme as it effectively suppresses both structural noises and effects of blood vessels. Then, we propose two novel concentric layer criteria to detect different types of suspicious regions in a mammogram. The combination is evaluated based on the Digital Database for Screening Mammography, where 100 malignant cases and 50 benign cases are utilized. The sensitivity of the proposed scheme is 99% in malignant, 88% in benign, and 95.3% in all types of cases. The results show that the proposed detection scheme achieves satisfactory detection performance and preferable compromises between sensitivity and false positive rates.

Evaluation of a combined wavelet and a combined principal component analysis classification system for BCG diagnostic problem

Heart disease is one of the main factor causing death in the developed countries. Over several decades, variety of electronic and computer technology have been developed to assist clinical practices for cardiac performance monitoring and heart disease diagnosis. Among these methods, Ballistocardiography (BCG) has an interesting feature that no electrodes are needed to be attached to the body during the measurement. Thus, it is provides a potential application to asses the patients heart condition in the home. In this paper, a comparison is made for two neural networks based BCG signal classification models. One system uses a principal component analysis (PCA) method, and the other a discrete wavelet transform, to reduce the input dimensionality. It is indicated that the combined wavelet transform and neural network has a more reliable performance than the combined PCA and neural network system. Moreover, the wavelet transform requires no prior knowledge of the statistical distribution of data samples and the computation complexity and training time are reduced.

Separating Reflections from Images Using Independent Components Analysis

The image of an object can vary dramatically depending on lighting, specularities/reflections and shadows. It is often advantageous to separate these incidental variations from the intrinsic aspects of an image. Along these lines this paper describes a method for photographing objects behind glass and digitally removing the reflections off the glass leaving the image of the objects behind the glass intact. We describe the details of this method which employs simple optical techniques and independent components analysis (ICA) and show its efficacy with several examples.

The use of ensemble empirical mode decomposition with canonical correlation analysis as a novel artifact removal technique

Biosignal measurement and processing is increasingly being deployed in ambulatory situations particularly in connected health applications. Such an environment dramatically increases the likelihood of artifacts which can occlude features of interest and reduce the quality of information available in the signal. If multichannel recordings are available for a given signal source, then there are currently a considerable range of methods which can suppress or in some cases remove the distorting effect of such artifacts. There are, however, considerably fewer techniques available if only a single-channel measurement is available and yet single-channel measurements are important where minimal instrumentation complexity is required. This paper describes a novel artifact removal technique for use in such a context. The technique known as ensemble empirical mode decomposition with canonical correlation analysis (EEMD-CCA) is capable of operating on single-channel measurements. The EEMD technique is first used to decompose the single-channel signal into a multidimensional signal. The CCA technique is then employed to isolate the artifact components from the underlying signal using second-order statistics. The new technique is tested against the currently available wavelet denoising and EEMD-ICA techniques using both electroencephalography and functional near-infrared spectroscopy data and is shown to produce significantly improved results. © 1964-2012 IEEE.

A New Principal Curve Algorithm for Nonlinear Principal Component Analysis

This paper emerged from work supported by EPSRC grant GR/S84354/01 and proposes a method of determining principal curves, using spline functions, in principal component analysis (PCA) for the representation of non-linear behaviour in process monitoring. Although principal curves are well established, they are difficult to implement in practice if a large number of variables are analysed. The significant contribution of this paper is that the proposed method has minimal complexity, assuming simple spline geometry, thus enabling efficient computation. The paper provides a foundation for further work where multiple curves may be required to represent underlying non-linear information in complex data.

Principal Component Analysis of Wide Area Phasor Measurements for Islanding Detection – A Geometric View

This paper presents a new technique for the detectionof islanding conditions in electrical power systems. This problem isespecially prevalent in systems with significant penetrations of distributedrenewable generation. The proposed technique is based onthe application of principal component analysis (PCA) to data setsof wide-area frequency measurements, recorded by phasor measurementunits. The PCA approach was able to detect islandingaccurately and quickly when compared with conventional RoCoFtechniques, as well as with the frequency difference and change-ofangledifference methods recently proposed in the literature. Thereliability and accuracy of the proposed PCA approach is demonstratedby using a number of test cases, which consider islandingand nonislanding events. The test cases are based on real data,recorded from several phasor measurement units located in theU.K. power system.

Optimal wafer site selection using forward selection component analysis

Reducing wafer metrology continues to be a major target in semiconductor manufacturing efficiency initiatives due to it being a high cost, non-value added operation that impacts on cycle-time and throughput. However, metrology cannot be eliminated completely given the important role it plays in process monitoring and advanced process control. To achieve the required manufacturing precision, measurements are typically taken at multiple sites across a wafer. The selection of these sites is usually based on a priori knowledge of wafer failure patterns and spatial variability with additional sites added over time in response to process issues. As a result, it is often the case that in mature processes significant redundancy can exist in wafer measurement plans. This paper proposes a novel methodology based on Forward Selection Component Analysis (FSCA) for analyzing historical metrology data in order to determine the minimum set of wafer sites needed for process monitoring. The paper also introduces a virtual metrology (VM) based approach for reconstructing the complete wafer profile from the optimal sites identified by FSCA. The proposed methodology is tested and validated on a wafer manufacturing metrology dataset. © 2012 IEEE.