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Functional principal component analysis is essential in functional data analysis, but the inferences will become unconvincing when some non-Gaussian characteristics occur, such as heavy tail and skewness. The focus of this paper is to…

Methodology · Statistics 2021-02-02 Rou Zhong , Shishi Liu , Jingxiao Zhang , Haocheng Li

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

Auxiliary information is frequently utilized in survey sampling to improve the efficiency of estimators of the finite population mean. However, the simultaneous use of multiple auxiliary variables often induces multicollinearity, which…

Methodology · Statistics 2026-04-30 Rajesh Singh , Shobh Nath Tiwari

Most biological data are multidimensional, posing a major challenge to human comprehension and computational analysis. Principal component analysis is the most popular approach to rendering two- or three-dimensional representations of the…

Methodology · Statistics 2016-09-13 Tom M. W. Nye , Xiaoxian Tang , Grady Weyenberg , Ruriko Yoshida

We consider the sampling problem for functional PCA (fPCA), where the simplest example is the case of taking time samples of the underlying functional components. More generally, we model the sampling operation as a continuous linear map…

Statistics Theory · Mathematics 2013-02-14 Arash A. Amini , Martin J. Wainwright

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.…

Machine Learning · Statistics 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

Principal component analysis is performed on Birkeland or field-aligned current (FAC) measurements from the Active Magnetosphere and Planetary Electrodynamics Response Experiment. Principal component analysis (PCA) identifies the patterns…

Space Physics · Physics 2016-06-06 S. E. Milan , J. A. Carter , H. Korth , B. J. Anderson

We present a method for performing Principal Component Analysis (PCA) on noisy datasets with missing values. Estimates of the measurement error are used to weight the input data such that compared to classic PCA, the resulting eigenvectors…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Stephen Bailey

The reliable operation of automatic systems is heavily dependent on the ability to detect faults in the underlying dynamical system. While traditional model-based methods have been widely used for fault detection, data-driven approaches…

Machine Learning · Statistics 2023-06-27 Zachary Morrison , Benjamin P. Russo , Yingzhao Lian , Rushikesh Kamalapurkar

Optical spectral-temporal signatures extracted from videos of explosions provide information for identifying characteristics of the corresponding explosive devices. Currently, the identification is done using heuristic algorithms and direct…

Machine Learning · Computer Science 2020-10-26 Katherine Goode , Daniel Ries , Joshua Zollweg

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Statistics Theory · Mathematics 2026-05-19 Yuan Liao , Xin Tong , Wanjie Wang , Dacheng Xiu

Between 2011 and 2014 NHANES collected objectively measured physical activity data using wrist-worn accelerometers for tens of thousands of individuals for up to seven days. In this study, we analyze minute-level indicators of being active,…

Methodology · Statistics 2025-04-01 Xinkai Zhou , Julia Wrobel , Ciprian M. Crainiceanu , Andrew Leroux

A very important issue concerning protostellar jets is the mechanism behind their formation. Obtaining information on the region at the base of a jet can shed light into the subject and some years ago this has been done through a search for…

Solar and Stellar Astrophysics · Physics 2015-08-06 A. H. Cerqueira , J. Reyes-Iturbide , F. De Colle , M. J. Vasconcelos

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

Numerical Analysis · Mathematics 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

Brillouin microscopy has recently emerged as a new bio-imaging modality that provides information on the micromechanical properties of biological materials, cells and tissues. The data collected in a typical Brillouin microscopy experiment…

Quantitative Methods · Quantitative Biology 2024-01-11 Hadi Mahmodi , Christopher G. Poulton , Mathew N. Lesley , Glenn Oldham , Hui Xin Ong , Steven J. Langford , Irina V. Kabakova

Functional time series (FTS) data have become increasingly available in real-world applications. Research on such data typically focuses on two objectives: curve reconstruction and forecasting, both of which require efficient dimension…

Methodology · Statistics 2025-06-23 Zerui Guo , Jianbin Tan , Hui Huang

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Existing approaches for derivative estimation are restricted to univariate functional data. We propose two methods to estimate the principal components and scores for the derivatives of multivariate functional data. As a result, the…

Methodology · Statistics 2024-11-28 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

In this work we investigate the Principal Component Analysis (PCA) sensitivity to the velocity power spectrum in high opacity regimes of the interstellar medium (ISM). For our analysis we use synthetic Position-Position-Velocity (PPV) cubes…