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We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

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 $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate…

Artificial Intelligence · Computer Science 2018-08-24 Brandon Da Silva

In computer vision most iterative optimization algorithms, both sparse and dense, rely on a coarse and reliable dense initialization to bootstrap their optimization procedure. For example, dense optical flow algorithms profit massively in…

Computer Vision and Pattern Recognition · Computer Science 2017-03-16 Matthias Ochs , Henry Bradler , Rudolf Mester

A challenge in designing self-assembling building blocks is to ensure the target state is both thermodynamically stable and kinetically accessible. These two objectives are known to be typically in competition, but it is not known how to…

Soft Condensed Matter · Physics 2021-07-01 Anthony Trubiano , Miranda Holmes-Cerfon

One-sided matching problems with ordinal preferences, such as hostel room allocation, are commonly solved using the Top Trading Cycles (TTC) mechanism, which guarantees Pareto-optimal (PO) outcomes. However, TTC does not yield a unique…

Computer Science and Game Theory · Computer Science 2026-05-14 Bhavik Dodda , Garima Shakya

Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

Machine Learning · Computer Science 2024-12-30 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Spatial evolution game has traditionally assumed that players interact with neighbors on a single network, which is isolated and not influenced by other systems. We introduce the simple game model into the interdependent networks composed…

Physics and Society · Physics 2015-03-20 Qing Jin , Zhen Wang

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic,…

Optimization and Control · Mathematics 2011-01-25 Dario Bauso , Angelia Nedić

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

We study games of chance (e.g., pokers, dices, horse races) in the form of agents' first-order posterior beliefs about game outcomes. We ask for any profile of agents' posterior beliefs, is there a game that can generate these beliefs? We…

Theoretical Economics · Economics 2023-07-11 Xu Lang

As the relative power, performance, and area (PPA) impact of embedded memories continues to grow, proper parameterization of each of the thousands of memories on a chip is essential. When the parameters of all memories of a product are…

Neural and Evolutionary Computing · Computer Science 2022-05-17 Felix Last , Ceren Yeni , Ulf Schlichtmann

Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid…

Machine Learning · Computer Science 2012-07-02 Inmar Givoni , Vincent Cheung , Brendan J. Frey

We study two-sided matching markets in which one side of the market (the players) does not have a priori knowledge about its preferences for the other side (the arms) and is required to learn its preferences from experience. Also, we assume…

Machine Learning · Computer Science 2021-06-23 Lydia T. Liu , Feng Ruan , Horia Mania , Michael I. Jordan

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

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) 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

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

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