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Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…

Machine Learning · Statistics 2020-09-08 Andrew J. Landgraf , Yoonkyung Lee

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

Numerical Analysis · Mathematics 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…

Machine Learning · Statistics 2022-01-21 Takuya Isomura , Taro Toyoizumi

Neurons in higher cortical areas, such as the prefrontal cortex, are known to be tuned to a variety of sensory and motor variables. The resulting diversity of neural tuning often obscures the represented information. Here we introduce a…

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

Methods for analyzing representations in neural systems have become a popular tool in both neuroscience and mechanistic interpretability. Having measures to compare how similar activations of neurons are across conditions, architectures,…

Machine Learning · Computer Science 2024-12-24 Quentin Guilhot , Michał Wójcik , Jascha Achterberg , Rui Ponte Costa

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional…

Methodology · Statistics 2025-04-18 Chengde Qian , Yanhong Liu , Long Feng

Multi-regional interaction among neuronal populations underlies the brain's processing of rich sensory information in our daily lives. Recent neuroscience and neuroimaging studies have increasingly used naturalistic stimuli and experimental…

Neurons and Cognition · Quantitative Biology 2021-06-08 Yu Takagi , Laurence T. Hunt , Ryu Ohata , Hiroshi Imamizu , Jun-ichiro Hirayama

Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…

Methodology · Statistics 2022-11-10 Wei Fan , Qinqin Zhu , Shaojun Ren , Liang Zhang , Fengqi Si

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

In areas of application, including actuarial science and demography, it is increasingly common to consider a time series of curves; an example of this is age-specific mortality rates observed over a period of years. Given that age can be…

Applications · Statistics 2020-09-29 Han Lin Shang

Advanced representation learning techniques require reliable and general evaluation methods. Recently, several algorithms based on the common idea of geometric and topological analysis of a manifold approximated from the learned data…

Machine Learning · Computer Science 2022-02-15 Petra Poklukar , Vladislav Polianskii , Anastasia Varava , Florian Pokorny , Danica Kragic

One-dimensional signal decomposition is a well-established and widely used technique across various scientific fields. It serves as a highly valuable pre-processing step for data analysis. While traditional decomposition techniques often…

Machine Learning · Computer Science 2025-06-09 Samuele Salti , Andrea Pinto , Alessandro Lanza , Serena Morigi

In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…

Methodology · Statistics 2015-08-06 Ruiyan Luo , Xin Qi