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Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Based on the cosmological principle only, the method of describing the evolution of the Universe, called cosmography, is in fact a kinematics of cosmological expansion. The effectiveness of cosmography lies in the fact that it allows, based…

General Relativity and Quantum Cosmology · Physics 2018-12-07 Yu. L. Bolotin , V. A. Cherkaskiy , O. Yu. Ivashtenko , M. I. Konchatnyi , L. G. Zazunov

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

This paper presents a method for predicting stock returns using principal component analysis (PCA) and the hidden Markov model (HMM) and tests the results of trading stocks based on this approach. Principal component analysis is applied to…

Statistical Finance · Quantitative Finance 2023-07-04 Eugene W. Park

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

The Fisher matrix formalism has in recent times become the standard method for predicting the precision with which various cosmological parameters can be extracted from future data. This approach is fast, and generally returns accurate…

We study the benefits and limits of parallelised Markov chain Monte Carlo (MCMC) sampling in cosmology. MCMC methods are widely used for the estimation of cosmological parameters from a given set of observations and are typically based on…

Cosmology and Nongalactic Astrophysics · Physics 2013-10-03 Joël Akeret , Sebastian Seehars , Adam Amara , Alexandre Refregier , André Csillaghy

Principal Component Analysis (PCA) is applied to the residuals of six widely used nuclear mass models to uncover systematic deviations and identify missing physical effects in theoretical nuclear mass predictions. By analyzing the principal…

Nuclear Theory · Physics 2026-03-03 Y. Y. Huang , X. H. Wu

The next generation of weak lensing surveys will trace the evolution of matter perturbations and gravitational potentials from the matter dominated epoch until today. Along with constraining the dynamics of dark energy, they will probe the…

Cosmology and Nongalactic Astrophysics · Physics 2012-02-14 Alireza Hojjati , Gong-Bo Zhao , Levon Pogosian , Alessandra Silvestri , Robert Crittenden , Kazuya Koyama

We study the accuracy with which cosmological parameters can be determined from real space power spectrum of matter density contrast at weakly nonlinear scales using analytical approaches. From power spectra measured in $N$-body simulations…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-03 Ken Osato , Takahiro Nishimichi , Francis Bernardeau , Atsushi Taruya

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

In this work, we propose using the mixture density network (MDN) to estimate cosmological parameters. We test the MDN method by constraining parameters of the $\Lambda$CDM and $w$CDM models using Type Ia supernovae and the power spectra of…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-05 Guo-Jian Wang , Cheng Cheng , Yin-Zhe Ma , Jun-Qing Xia

Our aim is to evaluate fundamental parameters from the analysis of the electromagnetic spectra of stars. We may use $10^3$-$10^5$ spectra; each spectrum being a vector with $10^2$-$10^4$ coordinates. We thus face the so-called "curse of…

Instrumentation and Methods for Astrophysics · Physics 2017-06-08 V. Watson , JF. Trouilhet , F. Paletou , S. Girard

In the current study, we present the observational data constraints on the parameters space for an anisotropic cosmological model of Bianchi I type spacetime in general relativity (GR). For the analysis, we consider observational datasets…

General Relativity and Quantum Cosmology · Physics 2025-07-31 Vinod Kumar Bhardwaj , Manish Kalra , Priyanka Garg , Saibal Ray

The internal linear combination (ILC) method is a popular approach for constructing component-separated maps in cosmic microwave background (CMB) analyses. It optimally combines observed maps at different frequencies to produce an unbiased…

Cosmology and Nongalactic Astrophysics · Physics 2024-03-05 Kristen M. Surrao , J. Colin Hill

Over the past 30 years, numerous large-scale photometric astronomical surveys have been conducted, including SDSS, Pan-STARRS, Gaia,2MASS, WISE, and others. These surveys provide extensive photometric measurements that can be used to infer…

Instrumentation and Methods for Astrophysics · Physics 2025-11-03 Mateusz Kapusta

We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…

Econometrics · Economics 2026-02-13 Matteo Barigozzi

A challenging problem in probabilistic programming is to develop inference algorithms that work for arbitrary programs in a universal probabilistic programming language (PPL). We present the nonparametric involutive Markov chain Monte Carlo…

Machine Learning · Computer Science 2022-11-03 Carol Mak , Fabian Zaiser , Luke Ong

A grand challenge of the 21st century cosmology is to accurately estimate the cosmological parameters of our Universe. A major approach to estimating the cosmological parameters is to use the large-scale matter distribution of the Universe.…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-07 Siamak Ravanbakhsh , Junier Oliva , Sebastien Fromenteau , Layne C. Price , Shirley Ho , Jeff Schneider , Barnabas Poczos
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