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Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…
In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…
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…
Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…
There is an extensive set of methods to determine sparse sources from mixtures where the mixing coefficients are unknown. Each method involves plotting N sets of mixed data against each other in N-dimensional space. In the approach adopted…
In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…
Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…
Functional principal component analysis (FPCA) is a widely used technique in functional data analysis for identifying the primary sources of variation in a sample of random curves. The eigenfunctions obtained from standard FPCA typically…
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…
Functional binary datasets occur frequently in real practice, whereas discrete characteristics of the data can bring challenges to model estimation. In this paper, we propose a sparse logistic functional principal component analysis…
This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…
We develop a Non-Crossing Approximation (NCA) for the effective cluster problem of the recently developed Dynamical Cluster Approximation (DCA). The DCA technique includes short-ranged correlations by mapping the lattice problem onto a…
We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…
The aim of sparse approximation is to estimate a sparse signal according to the measurement matrix and an observation vector. It is widely used in data analytics, image processing, and communication, etc. Up to now, a lot of research has…
Sparse linear regression methods including the well-known LASSO and the Dantzig selector have become ubiquitous in the engineering practice, including in medical imaging. Among other tasks, they have been successfully applied for the…
Principal component analysis (PCA) is a widely used method for dimension reduction. In high dimensional data, the "signal" eigenvalues corresponding to weak principal components (PCs) do not necessarily separate from the bulk of the "noise"…
In this paper, we propose a method to address the problem of source estimation for Sparse Component Analysis (SCA) in the presence of additive noise. Our method is a generalization of a recently proposed method (SL0), which has the…
Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…
Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…