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This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…

Machine Learning · Statistics 2022-05-25 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

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

Traffic on a circular road is described by dynamic programming equations associated to optimal control problems. By solving the equations analytically, we derive the relation between the average car density and the average car flow, known…

Optimization and Control · Mathematics 2010-02-11 Nadir Farhi

Motivated by the need for accurate traffic flow prediction in transportation management, we propose a functional data method to analyze traffic flow patterns and predict future traffic flow. In this study we approach the problem by sampling…

Applications · Statistics 2013-01-14 Jeng-Min Chiou

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

By means of a novel variational approach and using dual maps techniques and general ideas of dynamical system theory we derive exact results about several models of transport flows, for which we also obtain a complete description of their…

Chaotic Dynamics · Physics 2007-05-23 Michael Blank

Routing choices of walking pedestrians in geometrically complex environments are regulated by the interplay of a multitude of factors such as local crowding, (estimated) time to destination, (perceived) comfort. As individual choices…

Physics and Society · Physics 2022-10-03 Alessandro Gabbana , Federico Toschi , Philip Ross , Antal Haans , Alessandro Corbetta

Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…

Machine Learning · Statistics 2020-09-08 Andrew J. Landgraf , Yoonkyung Lee

We seek a generalization of regression and principle component analysis (PCA) in a metric space where data points are distributions metrized by the Wasserstein metric. We recast these analyses as multimarginal optimal transport problems.…

Optimization and Control · Mathematics 2020-04-20 Amirhossein Karimi , Luigia Ripani , Tryphon T. Georgiou

Mitigating traffic congestion on urban roads, with paramount importance in urban development and reduction of energy consumption and air pollution, depends on our ability to foresee road usage and traffic conditions pertaining to the…

Physics and Society · Physics 2018-04-27 Jingyuan Wang , Yu Mao , Jing Li , Chao Li , Zhang Xiong , Wen-Xu Wang

The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…

Machine Learning · Computer Science 2024-09-24 Liyang Wang , Yu Cheng , Hao Gong , Jiacheng Hu , Xirui Tang , Iris Li

This study presents a scalable data-driven algorithm designed to efficiently address the challenging problem of reachability analysis. Analysis of cyber-physical systems (CPS) relies typically on parametric physical models of dynamical…

Robotics · Computer Science 2025-05-22 Navid Hashemi , Lars Lindemann , Jyotirmoy Deshmukh

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

Machine Learning · Statistics 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra

Traffic congestion anomaly detection is of paramount importance in intelligent traffic systems. The goals of transportation agencies are two-fold: to monitor the general traffic conditions in the area of interest and to locate road segments…

Machine Learning · Computer Science 2022-06-30 Zhuangwei Kang , Ayan Mukhopadhyay , Aniruddha Gokhale , Shijie Wen , Abhishek Dubey

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

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…

Machine Learning · Statistics 2024-07-11 Puoya Tabaghi , Michael Khanzadeh , Yusu Wang , Sivash Mirarab

Traffic violations like illegal parking, illegal turning, and speeding have become one of the greatest challenges in urban transportation systems, bringing potential risks of traffic congestions, vehicle accidents, and parking difficulties.…

Computers and Society · Computer Science 2020-08-24 Zhihan Jiang , Longbiao Chen , Binbin Zhou , Jinchun Huang , Tianqi Xie , Xiaoliang Fan , Cheng Wang

We present a novel approach to understand vehicular traffic jams by studying a simple model, Elementary Cellular Automaton Rule 184 (ECA 184). Using key traffic observables, such as the total delay and relaxation time, as well as…

Statistical Mechanics · Physics 2025-11-11 Aryaman Jha , Kurt Wiesenfeld , Garyoung Lee , Jorge Laval
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