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Modern data are increasingly both high-dimensional and heteroscedastic. This paper considers the challenge of estimating underlying principal components from high-dimensional data with noise that is heteroscedastic across samples, i.e.,…

Statistics Theory · Mathematics 2022-09-14 David Hong , Fan Yang , Jeffrey A. Fessler , Laura Balzano

The assessment of music performances in most cases takes into account the underlying musical score being performed. While there have been several automatic approaches for objective music performance assessment (MPA) based on extracted…

Audio and Speech Processing · Electrical Eng. & Systems 2020-08-04 Jiawen Huang , Yun-Ning Hung , Ashis Pati , Siddharth Kumar Gururani , Alexander Lerch

Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm…

Machine Learning · Statistics 2024-10-31 Harsh Vardhan Dubey , Ji Ah Lee , Patrick Flaherty

This paper presents a new approach to algorithmic composition, called predictive controlled music (PCM), which combines model predictive control (MPC) with music generation. PCM uses dynamic models to predict and optimize the music…

Sound · Computer Science 2026-01-09 Midhun T. Augustine

The real-time crash likelihood prediction has been an important research topic. Various classifiers, such as support vector machine (SVM) and tree-based boosting algorithms, have been proposed in traffic safety studies. However, few…

Machine Learning · Computer Science 2018-02-13 Jintao Ke , Shuaichao Zhang , Hai Yang , Xiqun Chen

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

Machine Learning · Statistics 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

We consider the problem of learning a mixture of Random Utility Models (RUMs). Despite the success of RUMs in various domains and the versatility of mixture RUMs to capture the heterogeneity in preferences, there has been only limited…

Machine Learning · Statistics 2020-04-01 Devavrat Shah , Dogyoon Song

Principal component analysis (PCA) is an indispensable tool in many learning tasks that finds the best linear representation for data. Classically, principal components of a dataset are interpreted as the directions that preserve most of…

Optimization and Control · Mathematics 2018-03-13 Raphael A. Hauser , Armin Eftekhari , Heinrich F. Matzinger

In multiple-input multiple-output communications, channel estimation is paramount to keep base stations and users on track. This paper proposes a novel PCA-based-principal component analysis-channel estimation approach for MIMO orthogonal…

Information Theory · Computer Science 2023-10-23 Jonathan Aguiar Soares , Kayol Soares Mayer , Pedro Benevenuto Valadares , Dalton Soares Arantes

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Sensor noise sources cause differences in the signal recorded across pixels in a single image and across multiple images. This paper presents a Bayesian approach to decomposing and characterizing the sensor noise sources involved in imaging…

In this letter, we consider the problem of direction-of-arrival (DOA) estimation with one-bit quantized array measurements. With analysis, it is shown that, under mild conditions the one-bit covariance matrix can be approximated by the sum…

Signal Processing · Electrical Eng. & Systems 2019-04-30 Xiaodong Huang , Bin Liao

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that…

Statistical Mechanics · Physics 2015-06-11 Avik Halder , Ansuman Adhikary

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

Dimension reduction techniques are among the most essential analytical tools in the analysis of high-dimensional data. Generalized principal component analysis (PCA) is an extension to standard PCA that has been widely used to identify…

This paper compares two neural network input selection schemes, the Principal Component Analysis (PCA) and the Automatic Relevance Determination (ARD) based on Mac-Kay's evidence framework. The PCA takes all the input data and projects it…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 L. Mdlazi , T. Marwala , C. J. Stander , C. Scheffer , P. S. Heyns

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

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…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu
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