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Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…
Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…
Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…
Principal variables analysis (PVA) is a technique for selecting a subset of variables that capture as much of the information in a dataset as possible. Existing approaches for PVA are based on the Pearson correlation matrix, which is not…
Sparse functional data frequently arise in real-world applications, posing significant challenges for accurate classification. To address this, we propose a novel classification method that integrates functional principal component analysis…
Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…
Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…
Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…
We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
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…
Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…
Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…
Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…
With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…
Principal component analysis (PCA) is a useful tool when trying to construct factor models from historical asset returns. For the implied volatilities of U.S. equities there is a PCA-based model with a principal eigenportfolio whose return…
Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…
Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…
In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…