Related papers: Functional principal components analysis via penal…
A powerful study design in the fields of genomics and metabolomics is the 'replicated time course experiment' where individual time series are observed for a sample of biological units, such as human patients, termed replicates. Standard…
Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where the sample curves are fully observed without noise.…
Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…
Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…
We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…
In this paper, we propose a non-convex formulation to recover the authentic structure from the corrupted real data. Typically, the specific structure is assumed to be low rank, which holds for a wide range of data, such as images and…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…
We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…
Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…
This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…
Multidimensional functional data streams arise in diverse scientific fields, yet their analysis poses significant challenges. We propose a novel online framework for functional principal component analysis that enables efficient and…
For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…
I develop a feasible weighted projected principal component (FPPC) analysis for factor models in which observable characteristics partially explain the latent factors. This novel method provides more efficient and accurate estimators than…
Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…
Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…
Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…