This paper addresses the challenge of spectral-spatial feature extraction for hyperspectral image classification by introducing a novel tensor-based framework. The proposed approach incorporates circular convolution into a tensor structure to effectively capture and integrate both spectral and spatial information. Building upon this framework, the traditional Principal Component Analysis (PCA) technique is extended to its tensor-based counterpart, referred to as Tensor Principal Component Analysis (TPCA). The proposed TPCA method leverages the inherent multi-dimensional structure of hyperspectral data, thereby enabling more effective feature representation. Experimental results on benchmark hyperspectral datasets demonstrate that classification models using TPCA features consistently outperform those using traditional PCA and other state-of-the-art techniques. These findings highlight the potential of the tensor-based framework in advancing hyperspectral image analysis.

Single-cell RNA sequencing (scRNA-seq) is widely used to reveal heterogeneity in cells, which has given us insights into cell-cell communication, cell differentiation, and differential gene expression. However, analyzing scRNA-seq data is a challenge due to sparsity and the large number of genes involved. Therefore, dimensionality reduction and feature selection are important for removing spurious signals and enhancing downstream analysis. Traditional PCA, a main workhorse in dimensionality reduction, lacks the ability to capture geometrical structure information embedded in the data, and previous graph Laplacian regularizations are limited by the analysis of only a single scale. We propose a topological Principal Components Analysis (tPCA) method by the combination of persistent Laplacian (PL) technique and L$_{2,1}$ norm regularization to address multiscale and multiclass heterogeneity issues in data. We further introduce a k-Nearest-Neighbor (kNN) persistent Laplacian technique to improve the robustness of our persistent Laplacian method. The proposed kNN-PL is a new algebraic topology technique which addresses the many limitations of the traditional persistent homology. Rather than inducing filtration via the varying of a distance threshold, we introduced kNN-tPCA, where filtrations are achieved by varying the number of neighbors in a kNN network at each step, and find that this framework has significant implications for hyper-parameter tuning. We validate the efficacy of our proposed tPCA and kNN-tPCA methods on 11 diverse benchmark scRNA-seq datasets, and showcase that our methods outperform other unsupervised PCA enhancements from the literature, as well as popular Uniform Manifold Approximation (UMAP), t-Distributed Stochastic Neighbor Embedding (tSNE), and Projection Non-Negative Matrix Factorization (NMF) by significant margins.

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while yield satisfactory performance. However, FPCA is based on the Gaussian assumption and thereby susceptible to outliers. Although the multivariate $t$ distribution as a robust modeling tool for vector data has a very long history, its application to matrix data is very limited. The main reason is that the dimension of the vectorized matrix data is often very high and the higher the dimension, the lower the breakdown point that measures the robustness. To solve the robustness problem suffered by FPCA and make it applicable to matrix data, in this paper we propose a robust extension of FPCA (RFPCA), which is built upon a $t$-type distribution called matrix-variate $t$ distribution. Like the multivariate $t$ distribution, the matrix-variate $t$ distribution can adaptively down-weight outliers and yield robust estimates. We develop a fast EM-type algorithm for parameter estimation. Experiments on synthetic and real-world datasets reveal that RFPCA is compared favorably with several related methods and RFPCA is a simple but powerful tool for matrix-valued outlier detection.

When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying projections are often the most important ones. In this article, we present a novel method that automatically tailors the choice of projections to monitor for sparse changes in the mean and/or covariance matrix of high-dimensional data. A subset of the least varying projections is almost always selected based on a criteria of the projection's sensitivity to changes. Our focus is on online/sequential change detection, where the aim is to detect changes as quickly as possible, while controlling false alarms at a specified level. A combination of tailored PCA and a generalized log-likelihood monitoring procedure displays high efficiency in detecting even very sparse changes in the mean, variance and correlation. We demonstrate on real data that tailored PCA monitoring is efficient for sparse change detection also when the data streams are highly auto-correlated and non-normal. Notably, error control is achieved without a large validation set, which is needed in most existing methods.