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