arxiv
PublishedJune 15, 2026 at 4:00 AM
The Risk Shadow of Principal Component Analysis: When 99.9999% Variance Preservation Causes Catastrophic Decision Errors
Publisher summary· verbatim
arXiv:2606.14533v1 Announce Type: new Abstract: Principal Component Analysis (PCA) preserves variance, not the information needed to detect rare catastrophic events. This paper proves the existence of a {\it Risk Shadow}: PCA can retain over 99.9999 percent of total variance while completely erasing
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Originally published on arxiv ↗