Related papers: Supervised Kernel PCA For Longitudinal Data
Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…
The recent development of more sophisticated spectroscopic methods allows acqui- sition of high dimensional datasets from which valuable information may be extracted using multivariate statistical analyses, such as dimensionality reduction…
Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been…
Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…
Dimensionality reduction represents a critical preprocessing step in order to increase the efficiency and the performance of many hyperspectral imaging algorithms. However, dimensionality reduction algorithms, such as the Principal…
How to select the active variables which have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. Sure independent screening procedure has been…
Modern high-dimensional methods often adopt the "bet on sparsity" principle, while in supervised multivariate learning statisticians may face "dense" problems with a large number of nonzero coefficients. This paper proposes a novel…
Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
This paper develops a method to detect model structural changes by applying a Corrected Kernel Principal Component Analysis (CKPCA) to construct the so-called central distribution deviation subspaces. This approach can efficiently identify…
Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…
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…
Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$…
Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…
Principal Component Analysis (PCA) is an important tool of dimension reduction especially when the dimension (or the number of variables) is very high. Asymptotic studies where the sample size is fixed, and the dimension grows [i.e., High…
High-dimensional data requires scalable algorithms. We propose and analyze three scalable and related algorithms for semi-supervised discriminant analysis (SDA). These methods are based on Krylov subspace methods which exploit the data…
Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…
We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…
Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…
PCA is widely used in health and care research to analyze complex HD datasets, such as patient health records, genetic data, and medical imaging. By reducing dimensionality, PCA helps identify key patterns and trends, which can aid in…
In this letter, we propose a simple yet effective singular value decomposition (SVD) based strategy to reduce the optimization problem dimension in data-enabled predictive control (DeePC). Specifically, in the case of linear time-invariant…