Is it possible to create power factor compensation for a single power supply?
The load this power supply imposes on the mains is not sinusoidal, so placing any value of cap across it's mains will not properly correct power factor.

The only way is with a "Power Factor Correction" front-end. Essentially this is a special boost switcher which is optimized to pull sinusoidal-like power from the mains, thus increasing the power factor. Output is DC.

If your supply has a DC input, you could implement a PFC stage and just supply it with DC to achieve higher power-factor.