English
Related papers

Related papers: Principal component analysis for second-order stat…

200 papers

Discovering dominant patterns and exploring dynamic behaviors especially critical state transitions and tipping points in high-dimensional time-series data are challenging tasks in study of real-world complex systems, which demand…

Machine Learning · Statistics 2025-01-23 Pei Chen , Yaofang Suo , Rui Liu , Luonan Chen

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

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…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

Numerical Analysis · Mathematics 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

Over the years, Principal Component Analysis (PCA) has served as the baseline approach for dimensionality reduction in gene expression data analysis. It primary objective is to identify a subset of disease-causing genes from a vast pool of…

Algebraic Topology · Mathematics 2023-06-13 Sean Cottrell , Rui Wang , Guowei Wei

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

The principal component analysis (PCA), a mathematical tool commonly used in statistics, has recently been employed to interpret the $p_T$-dependent fluctuations of harmonic flow $v_n$ in terms of leading and subleading flow modes in heavy…

Nuclear Experiment · Physics 2020-08-26 Ziming Liu , Arabinda Behera , Huichao Song , Jiangyong Jia

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…

Data Analysis, Statistics and Probability · Physics 2025-07-03 Nikolaos Davis

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

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…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…

Methodology · Statistics 2025-07-01 ZeYu Li , Xinsheng Zhang , Wang Zhou

Machine Learning models are prone to fail when test data are different from training data, a situation often encountered in real applications known as distribution shift. While still valid, the training-time knowledge becomes less…

Machine Learning · Computer Science 2022-09-14 Thomas Cordier , Victor Bouvier , Gilles Hénaff , Céline Hudelot

An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…

Methodology · Statistics 2020-12-15 Jingxin Zhang , Hao Chen , Songhang Chen , Xia Hong

High-dimensional image data often require dimensionality reduction before further analysis. This paper provides a purely analytical comparison of two linear techniques-Principal Component Analysis (PCA) and Singular Value Decomposition…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Michael Gyimadu , Gregory Bell , Ph. D