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Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Applications · Statistics 2020-05-19 Phuong T. Vu , Timothy V. Larson , Adam A. Szpiro

Despite the advances of deep learning in specific tasks using images, the principled assessment of image fidelity and similarity is still a critical ability to develop. As it has been shown that Mean Squared Error (MSE) is insufficient for…

Image and Video Processing · Electrical Eng. & Systems 2019-08-27 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

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

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…

Machine Learning · Computer Science 2019-02-08 Qiwei Xie , Liang Tang , Weifu Li , Vijay John , Yong Hu

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

Sparse principal component analysis (sPCA) enhances the interpretability of principal components (PCs) by imposing sparsity constraints on loading vectors (LVs). However, when used as a precursor to independent component analysis (ICA) for…

Computer Vision and Pattern Recognition · Computer Science 2024-11-20 Muhammad Usman Khalid

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng

This paper examines several applications of principal component analysis (PCA) to physical systems. The first of these demonstrates that the principal components in a basis of appropriate system variables can be employed to identify…

Data Analysis, Statistics and Probability · Physics 2021-02-24 David Yevick

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

Applications · Statistics 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

Methodology · Statistics 2023-08-22 Fei Ding , Shiyuan He , David E. Jones , Jianhua Z. Huang

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

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Machine Learning · Statistics 2026-03-17 Ying Hu , Hu Yang

This paper introduces a methodology for identifying and simulating financial and economic systems using stochastically structured reservoir computers (SSRCs). The framework combines structure-preserving embeddings with graph-informed…

Optimization and Control · Mathematics 2025-11-20 Lendy Banegas , Fredy Vides

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst