We introduce Metric-Aware Principal Component Analysis (MAPCA), a unified framework for scale-invariant representation learning based on the generalised eigenproblem max Tr(W^T Sigma W) subject to W^T M W = I, where M is a symmetric positive definite metric matrix. The choice of M determines the representation geometry. The canonical beta-family M(beta) = Sigma^beta, beta in [0,1], provides continuous spectral bias control between standard PCA (beta=0) and output whitening (beta=1), with condition number kappa(beta) = (lambda_1/lambda_p)^(1-beta) decreasing monotonically to isotropy. The diagonal metric M = D = diag(Sigma) recovers Invariant PCA (IPCA), a method rooted in Frisch (1928) diagonal regression, as a distinct member of the broader framework. We prove that scale invariance holds if and only if the metric transforms as M_tilde = CMC under rescaling C, a condition satisfied exactly by IPCA but not by the general beta-family at intermediate values. Beyond its classical interpretation, MAPCA provides a geometric language that unifies several self-supervised learning objectives. Barlow Twins and ZCA whitening correspond to beta=1 (output whitening); VICReg's variance term corresponds to the diagonal metric. A key finding is that W-MSE, despite being described as a whitening-based method, corresponds to M = Sigma^{-1} (beta = -1), outside the spectral compression range entirely and in the opposite spectral direction to Barlow Twins. This distinction between input and output whitening is invisible at the level of loss functions and becomes precise only within the MAPCA framework.

Quantum principal component analysis (qPCA) is commonly formulated as the extraction of eigenvalues and eigenvectors of a covariance-encoded density operator. Yet in many qPCA settings, the practical objective is simpler: projecting data onto the dominant spectral subspace. In this work, we introduce a projection-first framework, the Filtered Spectral Projection Algorithm (FSPA), which bypasses explicit eigenvalue estimation while preserving the essential spectral structure. FSPA amplifies any nonzero warm-start overlap with the leading principal subspace and remains robust in small-gap and near-degenerate regimes without inducing artificial symmetry breaking in the absence of bias. To connect this approach to classical datasets, we show that for amplitude-encoded centered data, the ensemble density matrix $ρ=\sum_i p_i|ψ_i\rangle\langleψ_i|$ coincides with the covariance matrix. For uncentered data, $ρ$ corresponds to PCA without centering, and we derive eigenvalue interlacing bounds quantifying the deviation from standard PCA. We further show that ensembles of quantum states admit an equivalent centered covariance interpretation. Numerical demonstrations on benchmark datasets, including Breast Cancer Wisconsin and handwritten Digits, show that downstream performance remains stable whenever projection quality is preserved. These results suggest that, in a broad class of qPCA settings, spectral projection is the essential primitive, and explicit eigenvalue estimation is often unnecessary.

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to the best of our knowledge, all existing theoretical guarantees for it assume that the data and the corrupting noise are mutually independent, or at least uncorrelated. This is valid in practice often, but not always. In this paper, we study the PCA problem in the setting where the data and noise can be correlated. Such noise is often also referred to as ``data-dependent noise. We obtain a correctness result for the standard eigenvalue decomposition (EVD) based solution to PCA under simple assumptions on the data-noise correlation. We also develop and analyze a generalization of EVD, cluster-EVD, that improves upon EVD in certain regimes.

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on variables and does not account for differences in variable importance, which may lead to unstable performance in highly noisy or structurally complex settings. We propose SP-SPCA, a method that introduces a single equilibrium parameter into the regularization framework to adaptively adjust variable penalties. This modification of the L2 penalty provides flexible control over the trade-off between sparsity and explained variance while maintaining computational efficiency. Simulation studies show that the proposed method consistently outperforms standard sparse principal component methods in identifying sparse loading patterns, filtering noise variables, and preserving cumulative variance, especially in high-dimensional and noisy settings. Empirical applications to crime and financial market data further demonstrate its practical utility. In real data analyses, the method selects fewer but more relevant variables, thereby reducing model complexity while maintaining explanatory power. Overall, the proposed approach offers a robust and efficient alternative for sparse modeling in complex high-dimensional data, with clear advantages in stability, feature selection, and interpretability

The remarkable success of transformers in sequence modeling tasks, spanning various applications in natural language processing and computer vision, is attributed to the critical role of self-attention.

A prime example is single-cell RNA sequencing (scRNA-seq) data (Figure 1).

Often, one needs to consider fairness for a large number of high-dimensional data points.