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Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso ($\ell_1$) sparsity penalty with a quadratic penalty…

Methodology · Statistics 2018-10-25 J. Kenneth Tay , Jerome Friedman , Robert Tibshirani

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On…

Machine Learning · Statistics 2014-12-16 Jianqing Fan , Fang Han , Han Liu

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Methodology · Statistics 2023-10-17 Ruiyang Wu , Ning Hao

'Big' high-dimensional data are commonly analyzed in low-dimensions, after performing a dimensionality-reduction step that inherently distorts the data structure. For the same purpose, clustering methods are also often used. These methods…

Machine Learning · Statistics 2019-02-20 Tom Lorimer , Karlis Kanders , Ruedi Stoop

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Methodology · Statistics 2023-09-13 Sanjeewani Weerasingha , Michael J. Higgins

Big data comes in various ways, types, shapes, forms and sizes. Indeed, almost all areas of science, technology, medicine, public health, economics, business, linguistics and social science are bombarded by ever increasing flows of data…

Machine Learning · Statistics 2015-01-06 Ernest Fokoue

Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…

Machine Learning · Computer Science 2018-05-31 Haozhe Xie , Jie Li , Hanqing Xue

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

Regularized discriminant analysis (RDA), proposed by Friedman (1989), is a widely popular classifier that lacks interpretability and is impractical for high-dimensional data sets. Here, we present an interpretable and computationally…

Machine Learning · Statistics 2017-02-07 John A. Ramey , Caleb K. Stein , Phil D. Young , Dean M. Young

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

The polycystic ovary syndrome diagnosis is a problem that can be leveraged using prognostication based learning procedures. Many implementations of PCOS can be seen with Machine Learning but the algorithms have certain limitations in…

Machine Learning · Computer Science 2023-03-28 Raunak Joshi , Abhishek Gupta , Himanshu Soni , Ronald Laban

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…

Methodology · Statistics 2012-03-14 Genevera I. Allen , Logan Grosenick , Jonathan Taylor

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Advances in data collecting technologies in genomics have significantly increased the need for tools designed to study the genetic basis of many diseases. Effective statistical methods should excel in both prediction accuracy and biomarker…

Methodology · Statistics 2025-11-13 Anthony-Alexander Christidis , Stefan Van Aelst , Ruben Zamar

In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…

Methodology · Statistics 2019-02-13 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Yun Huang

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

Classification is a vital tool that is important for modelling many complex numerical models. A model or system may be such that, for certain areas of input space, the output either does not exist, or is not in a quantifiable form. Here, we…

Methodology · Statistics 2020-02-04 Louise Kimpton , Peter Challenor , Daniel Williamson

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul
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