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Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the…

In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…

Machine Learning · Computer Science 2020-09-07 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Sajad Darabi , Majid Sarrafzadeh

This paper develops a novel, fully automated forecast averaging scheme, which combines LASSO estimation method with Principal Component Averaging (PCA). LASSO-PCA (LPCA) explores a pool of predictions based on a single model but calibrated…

Applications · Statistics 2024-04-09 Bartosz Uniejewski , Katarzyna Maciejowska

Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of…

Databases · Computer Science 2025-11-27 Zarin Tahia Hossain , Mostafa Milani

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…

Machine Learning · Statistics 2023-12-19 Xuan Ma , Jianhua Zhao , Yue Wang

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Learning augmented is a machine learning concept built to improve the performance of a method or model, such as enhancing its ability to predict and generalize data or features, or testing the reliability of the method by introducing noise…

Machine Learning · Computer Science 2024-01-09 Issam K. O Jabari , Shofiyah , Pradiptya Kahvi S , Novi Nur Putriwijaya , Novanto Yudistira

Recently, deep learning models have achieved great success in computer vision applications, relying on large-scale class-balanced datasets. However, imbalanced class distributions still limit the wide applicability of these models due to…

Computer Vision and Pattern Recognition · Computer Science 2021-08-05 Yechan Kim , Younkwan Lee , Moongu Jeon

The Min-Max Fair PCA problem seeks a low-rank representation of multi-group data such that the the approximation error is as balanced as possible across groups. Existing approaches to this problem return a rank-$d$ fair subspace, but lack…

Machine Learning · Computer Science 2025-05-20 Antonis Matakos , Martino Ciaperoni , Heikki Mannila

Sparse principal component analysis (sPCA) has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. The main challenge underlying sPCA is to estimate the first vector of loadings of the…

Methodology · Statistics 2018-02-01 Jana Janková , Sara van de Geer

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Principal component analysis (PCA) is a longstanding and well-studied approach for dimension reduction. It rests upon the assumption that the underlying signal in the data has low rank, and thus can be well-summarized using a small number…

Methodology · Statistics 2025-08-14 Ronan Perry , Snigdha Panigrahi , Jacob Bien , Daniela Witten

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

Missing data is a widespread problem in many domains, creating challenges in data analysis and decision making. Traditional techniques for dealing with missing data, such as excluding incomplete records or imputing simple estimates (e.g.,…

Databases · Computer Science 2024-01-09 Massimo Perini , Milos Nikolic

Methods to handle missing data have been extensively explored in the context of estimation and descriptive studies, with multiple imputation being the most widely used method in clinical research. However, in the context of clinical risk…

Methodology · Statistics 2024-11-25 Junhui Mi , Rahul D. Tendulkar , Sarah M. C. Sittenfeld , Sujata Patil , Emily C. Zabor

Given the prevalence of missing data in modern statistical research, a broad range of methods is available for any given imputation task. How does one choose the `best' imputation method in a given application? The standard approach is to…

Applications · Statistics 2022-12-01 Jeffrey Näf , Meta-Lina Spohn , Loris Michel , Nicolai Meinshausen

For classification problems with significant class imbalance, subsampling can reduce computational costs at the price of inflated variance in estimating model parameters. We propose a method for subsampling efficiently for logistic…

Computation · Statistics 2014-09-24 William Fithian , Trevor Hastie

Learning from imbalanced data is one of the most significant challenges in real-world classification tasks. In such cases, neural networks performance is substantially impaired due to preference towards the majority class. Existing…

Machine Learning · Computer Science 2022-11-13 Bronislav Yasinnik , Moshe Salhov , Ofir Lindenbaum , Amir Averbuch