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Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Principal component analysis (PCA) is commonly used in genetics to infer and visualize population structure and admixture between populations. PCA is often interpreted in a way similar to inferred admixture proportions, where it is assumed…

Methodology · Statistics 2023-02-10 Jan van Waaij , Song Li , Genís Garcia-Erill , Anders Albrechtsen , Carsten Wiuf

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

Machine Learning · Statistics 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-01 Namrata Vaswani , Han Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-03 Namrata Vaswani , Han Guo

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Causal mediation analysis aims to quantify the intermediate effect of a mediator on the causal pathway from treatment to outcome. With multiple mediators, which are potentially causally dependent, the possible decomposition of pathway…

Applications · Statistics 2019-09-05 Yi Zhao , Martin A. Lindquist , Brian S. Caffo

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

In air pollution studies, dispersion models provide estimates of concentration at grid level covering the entire spatial domain, and are then calibrated against measurements from monitoring stations. However, these different data sources…

Applications · Statistics 2020-08-17 Chiara Forlani , Samir Bhatt , Michela Cameletti , Elias Krainski , Marta Blangiardo

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

In recent years, Artificial Intelligence techniques have proved to be very successful when applied to problems in physical sciences. Here we apply an unsupervised Machine Learning (ML) algorithm called Principal Component Analysis (PCA) as…

Materials Science · Physics 2021-05-26 T. Tula , G. Möller , J. Quintanilla , S. R. Giblin , A. D. Hillier , E. E. McCabe , S. Ramos , D. S. Barker , S. Gibson

We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…

Methodology · Statistics 2016-07-06 Piotr Sobczyk , Malgorzata Bogdan , Julie Josse

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

Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…

Machine Learning · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

Fine particulate matter (PM2.5) is a mixture of air pollutants that has adverse effects on human health. Understanding the health effects of PM2.5 mixture and its individual species has been a research priority over the past two decades.…

Applications · Statistics 2019-09-10 Yawen Guan , Brian J Reich , James A Mulholland , Howard H Chang

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

Computational Physics · Physics 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang
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