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Related papers: Drawbacks of Principal component analysis

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Observational constraints on time-varying dark energy ({\it e.g.}, quintessence) are commonly presented on a $w_0$-$w_a$ plot that assumes the equation of state of dark energy strictly satisfies $w(z)= w_0+ w_a z/(1+z)$ as a function of the…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-21 David Shlivko , Paul Steinhardt

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…

Statistics Theory · Mathematics 2017-10-30 Raphael Hauser , Raul Kangro , Jüri Lember , Heinrich Matzinger

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Principal Components Analysis (PCA) is a common way to study the sources of variation in a high-dimensional data set. Typically, the leading principal components are used to understand the variation in the data or to reduce the dimension of…

The formalism in order to obtain the Dark Energy equation of state is extended to non-flat universes and we consider the inequalities that must be satisfied by Phantom Dark Energy in this case. We show that due to a non-vanishing spatial…

Astrophysics · Physics 2009-11-13 D. Polarski , A. Ranquet

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

In this letter we argue that the CPL parameterisation for the dark energy equation of state is biased towards preferring such model over the constant $w$ while the latter bounds are still compatible with LCDM. For that we compare…

Cosmology and Nongalactic Astrophysics · Physics 2025-01-27 Ziad Sakr

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

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

A comparative study of various parametrizations of the dark energy equation of state $w(z)$ and its variation with the redshift is made. Astrophysical constraints from 'integrated tracking' are laid down to test the physical viability and…

Astrophysics · Physics 2007-05-23 Vinod B. Johri

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Applications · Statistics 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

Principal component analysis (PCA) is traditionally implemented through a covariance or kernel matrix, leading-eigenvector extraction, and hard rank-$k$ projection. These steps can be computationally costly in high-dimensional and…

Quantum Physics · Physics 2026-05-28 Yewei Yuan , Michele Minervini , Mark M. Wilde , Nana Liu

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

Applications · Statistics 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

Time-varying dark energy is often modeled in observational analyses through generic parameterizations of its equation of state $w(z)$, which typically use two free parameters $\{w_0, w_a\}$ to span a broad range of behaviors as a function…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-27 David Shlivko , Paul J. Steinhardt , Charles L. Steinhardt

Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Sayantani Datta , M. Saleem , K. G. Arun , B. S. Sathyaprakash

The main aim of this work is to use a model-independent approach, along with late-time observational probes, to reconstruct the dark energy (DE) equation of state $w_{\rm DE}(z)$. Our analysis showed that, for a late time universe, $w_{\rm…

Cosmology and Nongalactic Astrophysics · Physics 2025-01-23 Luis A. Escamilla , Supriya Pan , Eleonora Di Valentino , Andronikos Paliathanasis , J. Alberto Vázquez , Weiqiang Yang

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao
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