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Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components…

Methodology · Statistics 2025-01-28 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

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

Big Data involves both a large number of events but also many variables. This paper will concentrate on the challenge presented by the large number of variables in a Big Dataset. It will start with a brief review of exploratory data…

Applications · Statistics 2019-07-24 S. J. Watts , L. Crow

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

Methodology · Statistics 2017-11-29 Zenon Gniazdowski

A guided tour helps to visualise high-dimensional data by showing low-dimensional projections along a projection pursuit optimisation path. Projection pursuit is a generalisation of principal component analysis, in the sense that different…

Computation · Statistics 2024-01-11 H. Sherry Zhang , Dianne Cook , Ursula Laa , Nicolas Langrené , Patricia Menéndez

Multiway data are becoming more and more common. While there are many approaches to extending principal component analysis (PCA) from usual data matrices to multiway arrays, their conceptual differences from the usual PCA, and the…

Methodology · Statistics 2023-02-15 Jialin Ouyang , Ming Yuan

The paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations. High dimensionality of the data brings in many complications, such as (possibly…

Methodology · Statistics 2016-11-29 Haeran Cho , Piotr Fryzlewicz

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

The selection of best variables is a challenging problem in supervised and unsupervised learning, especially in high dimensional contexts where the number of variables is usually much larger than the number of observations. In this paper,…

Methodology · Statistics 2024-04-01 Benoit Liquet , Sarat Moka , Samuel Muller

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

Astrophysics · Physics 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

Applications · Statistics 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

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

The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…

Methodology · Statistics 2024-07-23 Tui Nolan , Sylvia Richardson , Hélène Ruffieux

We consider the problem of how many components to retain in the application of principal component analysis when the dimension is much higher than the number of observations. To estimate the number of components, we propose to sequentially…

Methodology · Statistics 2018-06-29 Sungkyu Jung , Myung Hee Lee , Jeongyoun Ahn

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

This article discusses a high-dimensional visualization technique called the tour, which can be used to view data in more than three dimensions. We review the theory and history behind the technique, as well as modern software developments…

Graphics · Computer Science 2021-04-21 Stuart Lee , Dianne Cook , Natalia da Silva , Ursula Laa , Earo Wang , Nick Spyrison , H. Sherry Zhang

Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

Methodology · Statistics 2020-01-28 Philippe Gagnon , Mylène Bédard , Alain Desgagné