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A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

Orthogonal arrays are arguably one of the most fascinating and important statistical tools for efficient data collection. They have a simple, natural definition, desirable properties when used as fractional factorials, and a rich and…

Methodology · Statistics 2025-06-09 C. Devon Lin , John Stufken

Motivation: Although principal component analysis is frequently applied to reduce the dimensionality of matrix data, the method is sensitive to noise and bias and has difficulty with comparability and interpretation. These issues are…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

Principal component analysis is a useful dimension reduction and data visualization method. However, in high dimension, low sample size asymptotic contexts, where the sample size is fixed and the dimension goes to infinity,a paradox has…

Applications · Statistics 2012-11-21 Dan Shen , Haipeng Shen , Hongtu Zhu , J. S. Marron

Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…

Machine Learning · Computer Science 2025-02-28 Gaurav Arwade , Sigurdur Olafsson

In exploratory factor analysis, rotation techniques are employed to derive interpretable factor loading matrices. Factor rotations deal with equality-constrained optimization problems aimed at determining a loading matrix based on measure…

Statistics Theory · Mathematics 2025-05-01 Ryoya Fukasaku , Michio Yamamoto , Yutaro Kabata , Yasuhiko Ikematsu , Kei Hirose

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. Recent work exploits stability of regression coefficients or…

Machine Learning · Statistics 2020-07-07 Anant Raj , Luigi Gresele , Michel Besserve , Bernhard Schölkopf , Stefan Bauer

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that best explain the principal components through…

Statistics Theory · Mathematics 2017-01-31 Yanina Gimenez , Guido Giussani

Despite the growing body of work in interpretable machine learning, it remains unclear how to evaluate different explainability methods without resorting to qualitative assessment and user-studies. While interpretability is an inherently…

Machine Learning · Computer Science 2020-07-16 An-phi Nguyen , María Rodríguez Martínez

A new simple geometrical interpretation of complex numbers is presented. It differs from their usual interpretation as points in the complex plane. From the new point of view the complex numbers are rather operations on vectors than points.…

Physics Education · Physics 2008-02-05 Jaroslaw Zalesny

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Faraday complexity describes whether a spectropolarimetric observation has simple or complex magnetic structure. Quickly determining the Faraday complexity of a spectropolarimetric observation is important for processing large, polarised…

Instrumentation and Methods for Astrophysics · Physics 2021-07-01 M. J. Alger , J. D. Livingston , N. M. McClure-Griffiths , J. L. Nabaglo , O. I. Wong , C. S. Ong

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth

Decomposing tensors into orthogonal factors is a well-known task in statistics, machine learning, and signal processing. We study orthogonal outer product decompositions where the factors in the summands in the decomposition are required to…

Machine Learning · Statistics 2013-09-13 Franz J. Király

We present two diagnostic methods based on ideas of Principal Component Analysis and demonstrate their efficiency for sophisticated processing of multicolour photometric observations of variable objects.

Astrophysics · Physics 2015-06-24 Zdenek Mikulasek
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