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We propose a nested reduced-rank regression (NRRR) approach in fitting regression model with multivariate functional responses and predictors, to achieve tailored dimension reduction and facilitate interpretation/visualization of the…

Methodology · Statistics 2020-03-11 Xiaokang Liu , Shujie Ma , Kun Chen

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Machine Learning · Statistics 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

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

Partial Least-Squares (PLS) Regression is a widely used tool in chemometrics for performing multivariate regression. PLS is a bi-linear method that has a limited capacity of modelling non-linear relations between the predictor variables and…

We provide a remedy for two concerns that have dogged the use of principal components in regression: (i) principal components are computed from the predictors alone and do not make apparent use of the response, and (ii) principal components…

Methodology · Statistics 2009-06-23 R. Dennis Cook , Liliana Forzani

Deep learning models for Electrocardiogram (ECG) diagnosis have achieved remarkable accuracy but exhibit fragility against adversarial perturbations, particularly Smooth Adversarial Perturbations (SAP) that mimic biological morphology.…

Machine Learning · Computer Science 2026-01-01 Shunbo Jia , Caizhi Liao

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…

Statistics Theory · Mathematics 2016-08-16 André Mas , Besnik Pumo

The aim of the plsRglm package is to deal with complete and incomplete datasets through several new techniques or, at least, some which were not yet implemented in R. Indeed, not only does it make available the extension of the PLS…

Computation · Statistics 2018-10-03 F. Bertrand , M. Maumy-Bertrand

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

Methodology · Statistics 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

We develop a robust Bayesian functional principal component analysis (RB-FPCA) method that utilizes the skew elliptical class of distributions to model functional data, which are observed over a continuous domain. This approach effectively…

Methodology · Statistics 2025-04-15 Jiarui Zhang , Jiguo Cao , Liangliang Wang

We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient functions are written as the expansion of a basis system (e.g.…

Methodology · Statistics 2019-07-24 Haiyan Liu , Georgios Aivaliotis , Jeanine Houwing-Duistermaat

Fractional learning algorithms are trending in signal processing and adaptive filtering recently. However, it is unclear whether the proclaimed superiority over conventional algorithms is well-grounded or is a myth as their performance has…

Machine Learning · Computer Science 2022-11-23 Abdul Wahab , Shujaat Khan , Imran Naseem , Jong Chul Ye

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

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Work in machine learning and statistics commonly focuses on building models that capture the vast majority of data, possibly ignoring a segment of the population as outliers. However, there does not often exist a good model on the whole…

Machine Learning · Computer Science 2019-07-11 Diego Calderon , Brendan Juba , Sirui Li , Zongyi Li , Lisa Ruan

Sparse principal component analysis (PCA) aims at mapping large dimensional data to a linear subspace of lower dimension. By imposing loading vectors to be sparse, it performs the double duty of dimension reduction and variable selection.…

Machine Learning · Statistics 2024-01-17 Jasin Machkour , Arnaud Breloy , Michael Muma , Daniel P. Palomar , Frédéric Pascal

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

Causal reasoning and logical reasoning are two important types of reasoning abilities for human intelligence. However, their relationship has not been extensively explored under machine intelligence context. In this paper, we explore how…

Information Retrieval · Computer Science 2023-07-06 Jianchao Ji , Zelong Li , Shuyuan Xu , Max Xiong , Juntao Tan , Yingqiang Ge , Hao Wang , Yongfeng Zhang