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Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Michael Fraiman , Paulina Hoyos , Tamir Bendory , Joe Kileel , Oscar Mickelin , Nir Sharon , Amit Singer

Many statistical estimation techniques for high-dimensional or functional data are based on a preliminary dimension reduction step, which consists in projecting the sample $\bX_1, \hdots, \bX_n$ onto the first $D$ eigenvectors of the…

Statistics Theory · Mathematics 2010-04-26 Gérard Biau , André Mas

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

This chapter presents an introduction to robust statistics with applications of a chemometric nature. Following a description of the basic ideas and concepts behind robust statistics, including how robust estimators can be conceived, the…

Methodology · Statistics 2020-07-01 Peter Filzmoser , Sven Serneels , Ricardo Maronna , Christophe Croux

In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).…

Data Analysis, Statistics and Probability · Physics 2012-07-26 O. Melchert

Data analyses based on linear methods constitute the simplest, most robust, and transparent approaches to the automatic processing of large amounts of data for building supervised or unsupervised machine learning models. Principal…

Machine Learning · Statistics 2020-05-22 Benjamin A. Helfrecht , Rose K. Cersonsky , Guillaume Fraux , Michele Ceriotti

In this paper, we propose an alternative method to the disjoint principal component analysis. The method consists of a principal component analysis with constraints, which allows us to determine disjoint components that are linear…

Neural and Evolutionary Computing · Computer Science 2020-04-23 John Ramírez-Figueroa , Carlos Martín-Barreiro , Ana B. Nieto-Librero , Victor Leiva-Sánchez , Purificación Galindo-Villardón

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

Machine Learning · Computer Science 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

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

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

Methodology · Statistics 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

Cyber security threats have been growing significantly in both volume and sophistication over the past decade. This poses great challenges to malware detection without considerable automation. In this paper, we have proposed a novel…

Cryptography and Security · Computer Science 2019-02-12 Jason Zhang

The ICH E9(R1) addendum (2019) proposed principal stratification (PS) as one of five strategies for dealing with intercurrent events. Therefore, understanding the strengths, limitations, and assumptions of PS is important for the broad…

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents a comprehensive survey for conducting a wide range of recurrence-based analyses to quantify the dynamical structure…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Moreno I. Coco , Dan Mønster , Giuseppe Leonardi , Rick Dale , Sebastian Wallot

Multivariate imputation by chained equations (MICE) is one of the most popular approaches to address missing values in a data set. This approach requires specifying a univariate imputation model for every variable under imputation. The…

Methodology · Statistics 2023-11-01 Edoardo Costantini , Kyle M. Lang , Klaas Sijtsma

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

Mixed data arise when observations are described by a mixture of numerical and categorical variables. The R package PCAmixdata extends to this type of data standard multivariate analysis methods which allow description, exploration and…

Computation · Statistics 2022-10-25 Marie Chavent , Vanessa Kuentz-Simonet , Amaury Labenne , Jérôme Saracco