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The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…

Machine Learning · Statistics 2017-02-01 Abdelghafour Talibi , Boujemâa Achchab , Rafik Lasri

Principal Component Analysis (PCA) has been used to study the pathogenesis of diseases. To enhance the interpretability of classical PCA, various improved PCA methods have been proposed to date. Among these, a typical method is the…

Machine Learning · Computer Science 2019-05-29 Chun-Mei Feng , Yong Xu , Jin-Xing Liu , Ying-Lian Gao , Chun-Hou Zheng

An improved version of the sparse multiway kernel spectral clustering (KSC) is presented in this brief. The original algorithm is derived from weighted kernel principal component (KPCA) analysis formulated within the primal-dual…

Machine Learning · Computer Science 2023-10-23 Mihaly Novak , Rocco Langone , Carlos Alzate , Johan Suykens

Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…

Numerical Analysis · Mathematics 2019-03-08 Liron Mor-Yosef , Haim Avron

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

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…

Methodology · Statistics 2026-03-30 Kayhan Behdin , Riade Benbaki , Peter Radchenko , Rahul Mazumder

Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

Standard approaches to tackle high-dimensional supervised classification problem often include variable selection and dimension reduction procedures. The novel methodology proposed in this paper combines clustering of variables and feature…

Statistics Theory · Mathematics 2018-11-07 Marie Chavent , Robin Genuer , Jerome Saracco

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy

In various applications with large spatial regions, the relationship between the response variable and the covariates is expected to exhibit complex spatial patterns. We propose a spatially clustered varying coefficient model, where the…

Methodology · Statistics 2020-07-21 Fangzheng Lin , Yanlin Tang , Huichen Zhu , Zhongyi Zhu

This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…

Machine Learning · Computer Science 2021-03-11 Alberto Bemporad

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

This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an effective way to bridge the gap between…

Econometrics · Economics 2024-06-14 Zhaoxing Gao , Ruey S. Tsay

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

We discuss a clustering method for Gaussian mixture model based on the sparse principal component analysis (SPCA) method and compare it with the IF-PCA method. We also discuss the dependent case where the covariance matrix $\Sigma$ is not…

Methodology · Statistics 2016-02-18 T. Tony Cai , Linjun Zhang

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

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…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

We consider the problem of sparse variable selection on high dimension heterogeneous data sets, which has been taking on renewed interest recently due to the growth of biological and medical data sets with complex, non-i.i.d. structures and…

Methodology · Statistics 2024-04-22 Hui Liu , Xiang Liu , Jing Diao , Wenting Ye , Xueling Liu , Dehui Wei

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Statistical Finance · Quantitative Finance 2024-01-02 Udai Nagpal , Krishan Nagpal