This paper presents a fast approximate rank-1 L1-norm Principal Component Analysis (L1-PCA) estimator implemented in the Fourier domain. Specifically, we first rephrase the problem of rank-1 L1-PCA estimation as a cyclic shift parameter estimation and then we present an algorithm for estimating the first L1-norm Principal Component (L1-PC) in the Fourier domain, practically using FFT. The proposed method is shown to be asymptotically efficient and our numerical studies corroborate its performance merits.

FFT calculation of the L1-norm principal component of a data matrix / Colonnese, S.; Markopoulos, P. P.; Scarano, G.; Pados, D. A.. - In: SIGNAL PROCESSING. - ISSN 0165-1684. - 189:(2021), pp. 1-9. [10.1016/j.sigpro.2021.108286]

FFT calculation of the L1-norm principal component of a data matrix

Colonnese S.;Scarano G.;
2021

Abstract

This paper presents a fast approximate rank-1 L1-norm Principal Component Analysis (L1-PCA) estimator implemented in the Fourier domain. Specifically, we first rephrase the problem of rank-1 L1-PCA estimation as a cyclic shift parameter estimation and then we present an algorithm for estimating the first L1-norm Principal Component (L1-PC) in the Fourier domain, practically using FFT. The proposed method is shown to be asymptotically efficient and our numerical studies corroborate its performance merits.
File allegati a questo prodotto
File Dimensione Formato  
Colonnese_FFT-calculation_2021.pdf

solo gestori archivio

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 3.55 MB
Formato Adobe PDF
3.55 MB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1567184
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact