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Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

Astrophysics · Physics 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

Corruption, fraud, and unethical activities have emerged as significant obstacles to global economic, political, and social progress. Although many empirical studies have focused on country-level corruption metrics, this study is the first…

General Finance · Quantitative Finance 2023-11-01 Maurizio La Rocca , Tiziana La Rocca , Francesco Fasano , Javier Sanchez-Vidal

We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic…

Machine Learning · Computer Science 2021-06-14 Zifan Liu , Jongho Park , Theodoros Rekatsinas , Christos Tzamos

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Machine Learning · Computer Science 2025-02-13 Jize Xie , Cheng Chen , Zhiyong Wang , Shuai Li

We present a method to detect departures from business-justified workflows among support agents. Our goal is to assist auditors in identifying agent actions that cannot be explained by the activity within their surrounding context, where…

Cryptography and Security · Computer Science 2024-11-06 Birkett Huber , Casper Neo , Keiran Sampson , Alex Kantchelian , Brett Ksobiech , Yanis Pavlidis

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper…

Machine Learning · Computer Science 2012-07-19 Wray L. Buntine , Aleks Jakulin

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

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

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

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

Chaotic Dynamics · Physics 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

We develop two methods for the following fundamental statistical task: given an $\epsilon$-corrupted set of $n$ samples from a $d$-dimensional sub-Gaussian distribution, return an approximate top eigenvector of the covariance matrix. Our…

Data Structures and Algorithms · Computer Science 2020-06-15 Arun Jambulapati , Jerry Li , Kevin Tian

Money laundering is a major global problem, enabling criminal organisations to hide their ill-gotten gains and to finance further operations. Prevention of money laundering is seen as a high priority by many governments, however detection…

Social and Information Networks · Computer Science 2016-08-03 David Savage , Qingmai Wang , Pauline Chou , Xiuzhen Zhang , Xinghuo Yu

Certain crimes are hardly committed by individuals but carefully organised by group of associates and affiliates loosely connected to each other with a single or small group of individuals coordinating the overall actions. A common starting…

Social and Information Networks · Computer Science 2015-10-09 Haruna Isah , Daniel Neagu , Paul Trundle

The study of criminal networks using traces from heterogeneous communication media is acquiring increasing importance in nowadays society. The usage of communication media such as phone calls and online social networks leaves digital traces…

Social and Information Networks · Computer Science 2017-03-07 Emilio Ferrara , Pasquale De Meo , Salvatore Catanese , Giacomo Fiumara

Estimating the rank of a corrupted data matrix is an important task in data analysis, most notably for choosing the number of components in PCA. Significant progress on this task was achieved using random matrix theory by characterizing the…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Thomas T. C. K. Zhang , Yuval Kluger

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf
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