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This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the…

Machine Learning · Statistics 2019-08-14 Vittorio Lippi , Giacomo Ceccarelli

Partial Information Decomposition (PID) seeks to disentangle how information about a target variable is distributed across multiple sources, separating redundant, unique, and synergistic contributions. Despite extensive theoretical…

Information Theory · Computer Science 2025-12-19 Philip Hendrik Matthias , Abdullah Makkeh , Michael Wibral , Aaron J. Gutknecht

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

Probabilistic integral circuits (PICs) have been recently introduced as probabilistic models enjoying the key ingredient behind expressive generative models: continuous latent variables (LVs). PICs are symbolic computational graphs defining…

Machine Learning · Computer Science 2025-02-06 Gennaro Gala , Cassio de Campos , Antonio Vergari , Erik Quaeghebeur

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Principal Component Analysis (PCA) is applied to a variety of blazars to examine X-ray spectral variability. Data from nine different objects are analysed in two ways: long-term, which examines variability trends across years or decades,…

High Energy Astrophysical Phenomena · Physics 2018-08-08 Dennis Gallant , Luigi C. Gallo , Michael L. Parker

When a measurement of a physical quantity is reported, the total uncertainty is usually decomposed into statistical and systematic uncertainties. This decomposition is not only useful to understand the contributions to the total…

Data Analysis, Statistics and Probability · Physics 2024-03-18 Andrés Pinto , Zhibo Wu , Fabrice Balli , Nicolas Berger , Maarten Boonekamp , Émilien Chapon , Tatsuo Kawamoto , Bogdan Malaescu

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

Describing statistical dependencies is foundational to empirical scientific research. For uncovering intricate and possibly non-linear dependencies between a single target variable and several source variables within a system, a principled…

Information Theory · Computer Science 2024-03-28 David A. Ehrlich , Kyle Schick-Poland , Abdullah Makkeh , Felix Lanfermann , Patricia Wollstadt , Michael Wibral

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

We investigate the problem of guessing a discrete random variable $Y$ under a privacy constraint dictated by another correlated discrete random variable $X$, where both guessing efficiency and privacy are assessed in terms of the…

Information Theory · Computer Science 2017-04-13 Shahab Asoodeh , Mario Diaz , Fady Alajaji , Tamás Linder

The exponential mechanism is a fundamental tool of Differential Privacy (DP) due to its strong privacy guarantees and flexibility. We study its extension to settings with summaries based on infinite dimensional outputs such as with…

Cryptography and Security · Computer Science 2019-01-31 Jordan Awan , Ana Kenney , Matthew Reimherr , Aleksandra Slavković

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

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

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…

Astrophysics · Physics 2007-05-23 Paul J. Francis , Beverley J. Wills

For multivariate regularly random vectors of dimension $d$, the dependence structure of the extremes is modeled by the so-called angular measure. When the dimension $d$ is high, estimating the angular measure is challenging because of its…

Methodology · Statistics 2025-05-29 Lucas Butsch , Vicky Fasen-Hartmann

Partial information decomposition (PID) seeks to decompose the multivariate mutual information that a set of source variables contains about a target variable into basic pieces, the so called "atoms of information". Each atom describes a…

Artificial Intelligence · Computer Science 2022-03-08 Aaron J. Gutknecht , Michael Wibral , Abdullah Makkeh

Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu
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