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Related papers: Dimension reduction in representation of the data

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Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Dimension reduction for high-dimensional compositional data plays an important role in many fields, where the principal component analysis of the basis covariance matrix is of scientific interest. In practice, however, the basis variables…

Methodology · Statistics 2021-09-13 Jingru Zhang , Wei Lin

Multivariate signal processing is often based on dimensionality reduction techniques. We propose a new method, Dynamical Component Analysis (DyCA), leading to a classification of the underlying dynamics and - for a certain type of dynamics…

Signal Processing · Electrical Eng. & Systems 2019-03-19 Bastian Seifert , Katharina Korn , Steffen Hartmann , Christian Uhl

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…

Machine Learning · Computer Science 2019-07-02 Ami Tavory

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

Establishing a low-dimensional representation of the data leads to efficient data learning strategies. In many cases, the reduced dimension needs to be explicitly stated and estimated from the data. We explore the estimation of dimension in…

Methodology · Statistics 2022-02-10 Wei Q. Deng , Radu V. Craiu

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Traditionally it had been a problem that researchers did not have access to enough spatial data to answer pressing research questions or build compelling visualizations. Today, however, the problem is often that we have too much data.…

Machine Learning · Computer Science 2018-03-23 Geoff Boeing

Dimensionality reduction is an important operation in information visualization, feature extraction, clustering, regression, and classification, especially for processing noisy high dimensional data. However, most existing approaches…

Machine Learning · Computer Science 2020-03-26 Zhenhua Shi , Dongrui Wu , Jian Huang , Yu-Kai Wang , Chin-Teng Lin

Pruning assumes a subnetwork exists in the original deep neural network, which can achieve comparative model performance with less computation than the original. However, it is unclear how the model performance varies with the different…

Machine Learning · Computer Science 2025-03-07 Mingxue Xu , Lisa Alazraki , Danilo P. Mandic

We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local…

Machine Learning · Computer Science 2012-06-22 Nathan Parrish , Maya Gupta

In this paper, we study ordered representations of data in which different dimensions have different degrees of importance. To learn these representations we introduce nested dropout, a procedure for stochastically removing coherent nested…

Machine Learning · Statistics 2014-02-06 Oren Rippel , Michael A. Gelbart , Ryan P. Adams

We consider principal component analysis for contaminated data-set in the high dimensional regime, where the dimensionality of each observation is comparable or even more than the number of observations. We propose a deterministic…

Machine Learning · Computer Science 2012-06-22 Jiashi Feng , Huan Xu , Shuicheng Yan

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Probability · Mathematics 2017-11-28 Andrew Papanicolaou , Konstantinos Spiliopoulos

Humans can categorize with only a few samples despite the numerous features. To mimic this ability, we propose a novel dimension-reduced category representation using a mixture of probabilistic principal component analyzers (mPPCA). Tests…

Machine Learning · Computer Science 2024-05-24 Yifan Hong , Chen Wang

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

We extend the scope of differential machine learning and introduce a new breed of supervised principal component analysis to reduce dimensionality of Derivatives problems. Applications include the specification and calibration of pricing…

Computational Finance · Quantitative Finance 2025-03-19 Brian Huge , Antoine Savine

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time…

Machine Learning · Statistics 2014-06-17 Diego Vidaurre , Iead Rezek , Samuel L. Harrison , Stephen S. Smith , Mark Woolrich