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Many applications benefit from theory relevant to the identification of variables having large correlations or partial correlations in high dimension. Recently there has been progress in the ultra-high dimensional setting when the sample…

Statistics Theory · Mathematics 2022-08-25 Yun Wei , Bala Rajaratnam , Alfred O. Hero

The principal portfolios of the standard Capital Asset Pricing Model (CAPM) are analyzed and found to have remarkable hedging and leveraging properties. Principal portfolios implement a recasting of any correlated asset set of N risky…

Portfolio Management · Quantitative Finance 2013-06-21 M. Hossein Partovi

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

We study the correlation between different sets of parton distributions (PDFs). Specifically, viewing different PDF sets as distinct determinations, generally correlated, of the same underlying physical quantity, we examine the extent to…

High Energy Physics - Phenomenology · Physics 2021-12-09 Richard D. Ball , Stefano Forte , Roy Stegeman

Compositional data represent a specific family of multivariate data, where the information of interest is contained in the ratios between parts rather than in absolute values of single parts. The analysis of such specific data is…

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

Methodology · Statistics 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

We consider the problem of aligning a pair of databases with correlated entries. We introduce a new measure of correlation in a joint distribution that we call cycle mutual information. This measure has operational significance: it…

Information Theory · Computer Science 2018-05-11 Daniel Cullina , Prateek Mittal , Negar Kiyavash

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

An anonymization technique for databases is proposed that employs Principal Component Analysis. The technique aims at releasing the least possible amount of information, while preserving the utility of the data released in response to…

Cryptography and Security · Computer Science 2019-03-29 Giuseppe D'Acquisto , Maurizio Naldi

It is argued that correlations and multiplicity distributions constitute one of the most characteristic properties of strong interactions. The progress made in the last years in our understanding of correlations is reviewed.

High Energy Physics - Phenomenology · Physics 2007-05-23 R. M. Weiner

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

Correlated component analysis as proposed by Dmochowski et al. (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption…

Machine Learning · Statistics 2018-02-08 Simon Kamronn , Andreas Trier Poulsen , Lars Kai Hansen

We discuss spectral principal component analysis (SPCA) and show examples of its application in analyzing AGN spectra in both small and large samples. It can be used to identify peculiar spectra and classify AGN spectra. Its application to…

Astrophysics · Physics 2007-05-23 Zhaohui Shang , Beverley J. Wills

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

In this paper, we consider the problem of forming machine cell in cellular manufacturing (CM). The major problem in the design of a CM system is to identify the part families and machine groups and consequently to form manufacturing cells.…

Applications · Statistics 2008-12-18 Wafik Hachicha , Faouzi Masmoudi , Mohamed Haddar

The topic of this tutorial is Least Squares Sparse Principal Components Analysis (LS SPCA) which is a simple method for computing approximated Principal Components which are combinations of only a few of the observed variables. Analogously…

Methodology · Statistics 2021-05-31 Giovanni Maria Merola

Recently, graphs have been widely used to represent many different kinds of real world data or observations such as social networks, protein-protein networks, road networks, and so on. In many cases, each node in a graph is associated with…

Social and Information Networks · Computer Science 2016-09-28 Jihwan Lee , Keehwan Park , Sunil Prabhakar

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on…

Machine Learning · Computer Science 2014-04-07 Jonathon Shlens

A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…

Numerical Analysis · Mathematics 2017-06-02 Arthur Szlam , Andrew Tulloch , Mark Tygert

Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the 2-year period 1994-95 and (ii) 1-day price fluctuations…

Statistical Mechanics · Physics 2008-12-02 Parameswaran Gopikrishnan , Bernd Rosenow , Vasiliki Plerou , H. Eugene Stanley
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