Related papers: A Sparse PCA Approach to Clustering

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…

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

We describe a robust, fast, and memory-efficient procedure that can cluster millions of structures derived from molecular dynamics simulations. The essence of the method is based on a peak-picking algorithm applied to three- and…

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.…

Pairwise clustering, in general, partitions a set of items via a known similarity function. In our treatment, clustering is modeled as a transductive prediction problem. Thus rather than beginning with a known similarity function, the…

We consider the problem of learning a mixture of Random Utility Models (RUMs). Despite the success of RUMs in various domains and the versatility of mixture RUMs to capture the heterogeneity in preferences, there has been only limited…

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

In this paper, we introduce a general extension of linear sparse component analysis (SCA) approaches to postnonlinear (PNL) mixtures. In particular, and contrary to the state-of-art methods, our approaches use a weak sparsity source…

Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple…

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Clustering algorithms are fundamental tools across many fields, with density-based methods offering particular advantages in identifying arbitrarily shaped clusters and handling noise. However, their effectiveness is often limited by the…

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set, such that the induced canonical variables are maximally…

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Canonical correlation analysis investigates linear relationships between two sets of variables, but often works poorly on modern data sets due to high-dimensionality and mixed data types such as continuous, binary and zero-inflated. To…