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Data collection often results in records that have missing values or variables. This investigation compares 3 different data imputation models and identifies their merits by using accuracy measures. Autoencoder Neural Networks, Principal…

Artificial Intelligence · Computer Science 2007-09-18 Vukosi N. Marivate , Fulufhelo V. Nelwamodo , Tshilidzi Marwala

Dimension reduction for high-dimensional compositional data plays an important role in many fields, where the principal component analysis of the basis covariance matrix is of scientific interest. In practice, however, the basis variables…

Methodology · Statistics 2021-09-13 Jingru Zhang , Wei Lin

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

We analyze principal component regression (PCR) in a high-dimensional error-in-variables setting with fixed design. Under suitable conditions, we show that PCR consistently identifies the unique model with minimum $\ell_2$-norm. These…

Statistics Theory · Mathematics 2023-08-28 Anish Agarwal , Devavrat Shah , Dennis Shen

We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the data. Our asymptotic results show that the proposal is…

Statistics Theory · Mathematics 2025-02-07 Una Radojicic , Joni Virta

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

Principal component analysis (PCA) is commonly used in genetics to infer and visualize population structure and admixture between populations. PCA is often interpreted in a way similar to inferred admixture proportions, where it is assumed…

Methodology · Statistics 2023-02-10 Jan van Waaij , Song Li , Genís Garcia-Erill , Anders Albrechtsen , Carsten Wiuf

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Applications · Statistics 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

Methodology · Statistics 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

The Regression Discontinuity (RD) design is a widely used non-experimental method for causal inference and program evaluation. While its canonical formulation only requires a score and an outcome variable, it is common in empirical work to…

Methodology · Statistics 2022-08-25 Matias D. Cattaneo , Luke Keele , Rocio Titiunik

The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In…

Machine Learning · Statistics 2015-04-14 Gregory Darnell , Stoyan Georgiev , Sayan Mukherjee , Barbara E Engelhardt

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

Principal Component Analysis is a key technique for reducing the complexity of high-dimensional data while preserving its fundamental data structure, ensuring models remain stable and interpretable. This is achieved by transforming the…

Methodology · Statistics 2025-03-25 Nuwan Weeraratne , Lyn Hunt , Jason Kurz