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A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is…

Biological Physics · Physics 2017-04-26 Serena Bradde , William Bialek

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…

Methodology · Statistics 2024-05-31 Claire Donnat , Elena Tuzhilina

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

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…

Machine Learning · Computer Science 2019-02-08 Qiwei Xie , Liang Tang , Weifu Li , Vijay John , Yong Hu

We give an information-theoretic interpretation of Canonical Correlation Analysis (CCA) via (relaxed) Wyner's common information. CCA permits to extract from two high-dimensional data sets low-dimensional descriptions (features) that…

Information Theory · Computer Science 2020-03-02 Michael Gastpar , Erixhen Sula

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Statistics Theory · Mathematics 2020-01-29 Alberto Bernacchia , Philippe Naveau

In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…

Statistics Theory · Mathematics 2019-07-30 Yariv Aizenbud , Barak Sober

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

Machine Learning · Statistics 2025-03-17 Zichuan Guo , Mihai Cucuringu , Alexander Y. Shestopaloff

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…

Methodology · Statistics 2020-10-15 Yipeng Song , Johan A. Westerhuis , Age K. Smilde

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

Astrophysics · Physics 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the…

Probabilistic Component Latent Analysis (PLCA) is a statistical modeling method for feature extraction from non-negative data. It has been fruitfully applied to various research fields of information retrieval. However, the EM-solved…

Methodology · Statistics 2017-03-16 D. Cazau , G. Nuel

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem…

Machine Learning · Computer Science 2024-05-02 James Chapman , Lennie Wells , Ana Lawry Aguila

Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations…

Machine Learning · Statistics 2017-01-17 Xiaowei Zhang , Delin Chu , Li-Zhi Liao , Michael K. Ng