Related papers: Estimating Sparse Sources from Data Mixtures using…
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…
Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selection methods (e.g., scree plots, parallel analysis, etc.)…
This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…
Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most…
This letter proposes a new blind source separation (BSS) framework termed minimum variance independent component analysis (MVICA), which can potentially achieve the maximum output signal-to-interference ratio (SIR) while also allowing more…
Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…
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…
This paper proposes a data-driven algorithm of locating the source of forced oscillations and suggests the physical interpretation of the method. By leveraging the sparsity of the forced oscillation sources along with the low-rank nature of…
Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…
This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…
Blind source separation (BSS) refers to the process of recovering multiple source signals from observations recorded by an array of sensors. Common approaches to BSS, including independent vector analysis (IVA), and independent low-rank…
Independent Component Analysis (ICA) has recently been shown to be a promising new path in data analysis and de-trending of exoplanetary time series signals. Such approaches do not require or assume any prior or auxiliary knowledge on the…
This paper develops a novel, fully automated forecast averaging scheme, which combines LASSO estimation method with Principal Component Averaging (PCA). LASSO-PCA (LPCA) explores a pool of predictions based on a single model but calibrated…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…
Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the…
Missions such as WMAP or Planck measure full-sky fluctuations of the cosmic microwave background and foregrounds, among which bright compact source emissions cover a significant fraction of the sky. To accurately estimate the diffuse…
Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…