Related papers: Modal Principal Component Analysis
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…
Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…
Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…
Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…
Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…
PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…
Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…
As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…
Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…
Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…
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…
Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…
Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…
We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…
Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…
At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…
The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. The application of PCA in a financial setting is associated with several technical difficulties, such as numerical…
Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…