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We establish central limit theorems for principal eigenvalues and eigenvectors under a large factor model setting, and develop two-sample tests of both principal eigenvalues and principal eigenvectors. One important application is to detect…

Statistics Theory · Mathematics 2024-05-14 Jianqing Fan , Yingying Li , Ningning Xia , Xinghua Zheng

Transfer learning has recently become the dominant paradigm of machine learning. Pre-trained models fine-tuned for downstream tasks achieve better performance with fewer labelled examples. Nonetheless, it remains unclear how to develop…

Machine Learning · Computer Science 2024-01-30 Jonas Pfeiffer , Sebastian Ruder , Ivan Vulić , Edoardo Maria Ponti

Quiver representations arise naturally in many areas across mathematics. Here we describe an algorithm for calculating the vector space of sections, or compatible assignments of vectors to vertices, of any finite-dimensional representation…

Representation Theory · Mathematics 2021-11-25 Anna Seigal , Heather A. Harrington , Vidit Nanda

This paper introduces the notion of co-modularity, to co-cluster observations of bipartite networks into co-communities. The task of co-clustering is to group together nodes of one type with nodes of another type, according to the…

Methodology · Statistics 2021-11-09 Thomas E. Bartlett

In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that best explain the principal components through…

Statistics Theory · Mathematics 2017-01-31 Yanina Gimenez , Guido Giussani

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

Methodology · Statistics 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen

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 , .

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

Machine Learning · Computer Science 2019-07-08 F. William Townes

Modularity is designed to measure the strength of division of a network into clusters (known also as communities). Networks with high modularity have dense connections between the vertices within clusters but sparse connections between…

Probability · Mathematics 2017-07-18 Liudmila Ostroumova Prokhorenkova , Pawel Pralat , Andrei Raigorodskii

The determination of cluster centers generally depends on the scale that we use to analyze the data to be clustered. Inappropriate scale usually leads to unreasonable cluster centers and thus unreasonable results. In this study, we first…

Machine Learning · Statistics 2016-10-20 Xiurui Geng , Hairong Tang

Clustering in image analysis is a central technique that allows to classify elements of an image. We describe a simple clustering technique that uses the method of similarity matrices. We expand upon recent results in spectral analysis for…

Statistics Theory · Mathematics 2022-03-23 Denis Gaidashev , Ralf Pihlström , Martin Ryner

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

Methodology · Statistics 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

We show that the last few components in principal component analysis of the correlation matrix of a group of stocks may contain useful financial information by identifying highly correlated pairs or larger groups of stocks. The results of…

Portfolio Management · Quantitative Finance 2015-12-14 Libin Yang , William Rea , and Alethea Rea

The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to find an estimate for a transformation matrix back to…

Statistics Theory · Mathematics 2015-05-12 Joni Virta , Klaus Nordhausen , Hannu Oja

Characterizing the importances (i.e., centralities) of nodes in social, biological, and technological networks is a core topic in both network science and data science. We present a linear-algebraic framework that generalizes…

Social and Information Networks · Computer Science 2020-08-05 Dane Taylor , Mason A. Porter , Peter J. Mucha

It is widely accepted that traditional modular structures suffer from the dominant decomposition problem. Therefore, to improve current modularity views, it is important to investigate the impact of design decisions concerning modularity in…

Software Engineering · Computer Science 2015-06-19 Luciana Silva , Daniel Felix , Marco Tulio Valente , Marcelo Maia

In this paper we analyze different ways of performing principal component analysis throughout three different approaches: robust covariance and correlation matrix estimation, projection pursuit approach and non-parametric maximum entropy…

Statistics Theory · Mathematics 2019-03-04 María Camila Vásquez-Correa , Henry Laniado Rodas

In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…

Machine Learning · Statistics 2023-06-26 Vlad Niculae

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott