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Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…

Machine Learning · Computer Science 2025-09-24 Han-Lin Hsieh , Maryam M. Shanechi

This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…

Data Structures and Algorithms · Computer Science 2013-09-25 Vincent Blondel , Kyomin Jung , Pushmeet Kohli , Devavrat Shah

In this paper, we consider clustering based on principal component analysis (PCA) for high-dimension, low-sample-size (HDLSS) data. We give theoretical reasons why PCA is effective for clustering HDLSS data. First, we derive a geometric…

Statistics Theory · Mathematics 2015-03-17 Kazuyoshi Yata , Makoto Aoshima

In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data, such as prolonged…

Machine Learning · Computer Science 2024-10-29 Enshuo Yan , Huachuan Wang , Weihao Xia

This paper studies computationally efficient methods and their minimax optimality for high-dimensional clustering and signal recovery under block signal structures. We propose two sets of methods, cross-block feature aggregation PCA…

Methodology · Statistics 2025-04-14 Wu Su , Yumou Qiu

This work proposes a hierarchical clustering algorithm for high-dimensional datasets using the cyclic space of reversible finite cellular automata. In cellular automaton (CA) based clustering, if two objects belong to the same cycle, they…

Formal Languages and Automata Theory · Computer Science 2024-08-06 Baby C. J. , Kamalika Bhattacharjee

Time series clustering is the process of grouping time series with respect to their similarity or characteristics. Previous approaches usually combine a specific distance measure for time series and a standard clustering method. However,…

We consider the estimation of approximate factor models for time series data, where strong serial and cross-sectional correlations amongst the idiosyncratic component are present. This setting comes up naturally in many applications, but…

Methodology · Statistics 2019-12-10 Jiahe Lin , George Michailidis

The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds. Such an application requires a partitioning step. For…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-16 Christophe Cérin , Jean-Christophe Dubacq , Jean-Louis Roch , the SafeScale Collaboration

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Machine Learning · Statistics 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…

Machine Learning · Statistics 2021-05-04 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…

Methodology · Statistics 2019-02-13 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Yun Huang

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…

Methodology · Statistics 2021-08-17 Tonglin Zhang , Baijian Yang , Qianqian Song , Jing Su

Divide-and-conquer Bayesian methods consist of three steps: dividing the data into smaller computationally manageable subsets, running a sampling algorithm in parallel on all the subsets, and combining parameter draws from all the subsets.…

Methodology · Statistics 2021-06-01 Chunlei Wang , Sanvesh Srivastava

Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption…

Methodology · Statistics 2025-09-05 Ziling Ma , Ángel López-Oriona , Hernando Ombao , Ying Sun

Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction…

Machine Learning · Computer Science 2018-02-06 Naveen Sai Madiraju , Seid M. Sadat , Dimitry Fisher , Homa Karimabadi

The current high-dimensional linear factor models fail to account for the different types of variables, while high-dimensional nonlinear factor models often overlook the overdispersion present in mixed-type data. However, overdispersion is…

Methodology · Statistics 2024-08-22 Jinyu Nie , Zhilong Qin , Wei Liu

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

Machine Learning · Computer Science 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo

We study the Principal Component Analysis (PCA) problem in the distributed and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we want to…

Data Structures and Algorithms · Computer Science 2016-07-13 Christos Boutsidis , David P. Woodruff , Peilin Zhong