Decomposable Principal Component Analysis

DOI10.1109/TSP.2009.2025806MaRDI QIDQ4569965zbMATH OpenOpenAlexFDO

Authors Ami Wiesel, Alfred O. III Hero

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.2337

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: 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. For this purpose, we reformulate the problem in the sparse inverse covariance (concentration) domain and solve the global eigenvalue problem using a sequence of local eigenvalue problems in each of the cliques of the decomposable graph. We demonstrate the application of our methodology in the context of decentralized anomaly detection in the Abilene backbone network. Based on the topology of the network, we propose an approximate statistical graphical model and distribute the computation of PCA.

Cited in

(8)

• Interpretability of composite indicators based on principal components
• A theoretical investigation of feature partitioning principal component analysis methods
• Candecomp/Parafac: from diverging components to a decomposition in block terms
• Adaptive control and signal processing literature survey (No. 16)
• scientific article; zbMATH DE number 7626713 (Why is no real title available?)
• Principal components along quiver representations
• A covariance-free iterative algorithm for distributed principal component analysis on vertically partitioned data
• Principal component analysis of binary data by iterated singular value decomposition

This page was built for publication: Decomposable Principal Component Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4569965)