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We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

Machine Learning · Statistics 2025-03-17 Zichuan Guo , Mihai Cucuringu , Alexander Y. Shestopaloff

Single-cell data analysis seeks to characterize cellular heterogeneity based on high-dimensional gene expression profiles. Conventional approaches represent each cell as a vector in Euclidean space, which limits their ability to capture…

Machine Learning · Computer Science 2025-11-18 Xiang Xiang Wang , Sean Cottrell , Guo-Wei Wei

Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…

Machine Learning · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

It is more and more common to explore the genome at diverse levels and not only at a single omic level. Through integrative statistical methods, omics data have the power to reveal new biological processes, potential biomarkers, and…

Methodology · Statistics 2021-03-05 Morgane Pierre-Jean , Florence Mauger , Jean-François Deleuze , Edith Le Floch

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component…

Machine Learning · Computer Science 2014-11-17 Mihalis A. Nicolaou , Stefanos Zafeiriou , Maja Pantic

We study a general factor analysis framework where the $n$-by-$p$ data matrix is assumed to follow a general exponential family distribution entry-wise. While this model framework has been proposed before, we here further relax its…

Methodology · Statistics 2025-12-02 Liang Wang , Luis Carvalho

Factor-based forecasting using Principal Component Analysis (PCA) is an effective machine learning tool for dimension reduction with many applications in statistics, economics, and finance. This paper introduces a Supervised Screening and…

Econometrics · Economics 2025-02-24 Sihan Tu , Zhaoxing Gao

When the dimension of data is comparable to or larger than the number of data samples, Principal Components Analysis (PCA) may exhibit problematic high-dimensional noise. In this work, we propose an Empirical Bayes PCA method that reduces…

Methodology · Statistics 2021-09-07 Xinyi Zhong , Chang Su , Zhou Fan

We propose a probabilistic model for interpreting gene expression levels that are observed through single-cell RNA sequencing. In the model, each cell has a low-dimensional latent representation. Additional latent variables account for…

Machine Learning · Computer Science 2017-10-18 Romain Lopez , Jeffrey Regier , Michael Cole , Michael Jordan , Nir Yosef

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…

Computational Engineering, Finance, and Science · Computer Science 2025-10-07 Akash Yadav , Ruda Zhang

Modern population genetics studies typically involve genome-wide genotyping of individuals from a diverse network of ancestries. An important, unsolved problem is how to formulate and estimate probabilistic models of observed genotypes that…

Populations and Evolution · Quantitative Biology 2017-01-10 Wei Hao , Minsun Song , John D. Storey

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model.…

Machine Learning · Computer Science 2017-01-10 Mehmet E. Basbug , Barbara E. Engelhardt

Unsupervised clustering algorithms for vectors has been widely used in the area of machine learning. Many applications, including the biological data we studied in this paper, contain some boundary datapoints which show combination…

Machine Learning · Computer Science 2022-05-23 Yingcong Li , Chandra Sekhar Mukherjee , Jiapeng Zhang

Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can…

Methodology · Statistics 2020-05-12 Lin Qiu , Vernon M. Chinchilli

Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…

Cryptography and Security · Computer Science 2024-02-06 Xirong Ma

The purpose of this article is to develop the dimension reduction techniques in panel data analysis when the number of individuals and indicators is large. We use Principal Component Analysis (PCA) method to represent large number of…

Methodology · Statistics 2017-01-10 Guobin Fang , Kani Chen , Bo Zhang

Ubiquitous linear Gaussian exploratory tools such as principle component analysis (PCA) and factor analysis (FA) remain widely used as tools for: exploratory analysis, pre-processing, data visualization and related tasks. However, due to…

Machine Learning · Computer Science 2021-03-02 Adam Farooq , Yordan P. Raykov , Petar Raykov , Max A. Little