Related papers: Analysis of multiple data sequences with different…
Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…
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…
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…
The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…
Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…
In 2019, Yoshida et al. introduced a notion of tropical principal component analysis (PCA). The output is a tropical polytope with a fixed number of vertices that best fits the data. We here apply tropical PCA to dimension reduction and…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…
Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…
Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…
Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…
The idea of representation has been used in various fields of study from data analysis to political science. In this paper, we define representativeness and describe a method to isolate data points that can represent the entire data set.…
In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…
A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…
Functional data typically contains amplitude and phase variation. In many data situations, phase variation is treated as a nuisance effect and is removed during preprocessing, although it may contain valuable information. In this note, we…
The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…
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…
There is growing interest in using the close connection between differential geometry and statistics to model smooth manifold-valued data. In particular, much work has been done recently to generalize principal component analysis (PCA), the…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…