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Understanding user preference is essential to the optimization of recommender systems. As a feedback of user's taste, rating scores can directly reflect the preference of a given user to a given product. Uncovering the latent components of…

Information Retrieval · Computer Science 2017-10-20 Junhua Chen , Wei Zeng , Junming Shao , Ge Fan

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

Statistics Theory · Mathematics 2008-12-18 Runze Li , Hua Liang

Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve…

Methodology · Statistics 2024-06-21 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

Purpose - The purpose of this paper is to propose a mathematical model to determine invariant sets, set covering, orbits and, in particular, attractors in the set of tourism variables. Analysis was carried out based on an algorithm and…

Social and Information Networks · Computer Science 2025-03-10 Miguel Lloret-Climent , Andrés Montoyo-Guijarro , Yoan Gutierrez-Vázquez , Rafael Muñoz-Guillena , Kristian Alonso-Stenberg

When two variables are related by a known function, the coefficient of determination (denoted $R^2$) measures the proportion of the total variance in the observations that is explained by that function. This quantifies the strength of the…

Applications · Statistics 2013-03-11 Ben Murrell , Daniel Murrell , Hugh Murrell

Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and finance data. The covariance matrix reveals marginal correlations…

Methodology · Statistics 2015-04-17 Jianqing Fan , Yuan Liao , Han Liu

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal component analysis is a ubiquitous tool in exploratory data analysis. It is widely used by applied scientists for visualization and interpretability purposes. We raise an important issue (the curse of isotropy) about the…

Methodology · Statistics 2025-08-05 Tom Szwagier , Xavier Pennec

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…

Methodology · Statistics 2017-05-30 Sungwon Lee , Sungkyu Jung

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

The focus of a survival study is partly on the distribution of survival times, and partly on the health or quality of life of patients while they live. Health varies over time, and survival is the most basic aspect of health, so the two…

Methodology · Statistics 2016-01-20 Walter Dempsey , Peter McCullagh

We report on the results of two new approaches to considering how many principal components to retain from an analysis of a multivariate time series. The first is by using a "heat map" based approach. A heat map in this context refers to a…

Methodology · Statistics 2016-10-21 Alethea Rea , William Rea

Backtests on historical data are the basis for practical evaluations of portfolio selection rules, but their reliability is often limited by reliance on a single sample path. This can lead to high estimation variance. Resampling techniques…

Portfolio Management · Quantitative Finance 2025-10-14 Andrew Paskaramoorthy , Terence van Zyl , Tim Gebbie

Neurons in higher cortical areas, such as the prefrontal cortex, are known to be tuned to a variety of sensory and motor variables. The resulting diversity of neural tuning often obscures the represented information. Here we introduce a…

When designing experimental studies with human participants, experimenters must decide how many trials each participant will complete, as well as how many participants to test. Most discussion of statistical power (the ability of a study…

Neurons and Cognition · Quantitative Biology 2021-08-30 Daniel H. Baker , Greta Vilidaite , Freya A. Lygo , Anika K. Smith , Tessa R. Flack , Andre D. Gouws , Timothy J. Andrews

This paper presents a method of exploring the relative predictive importance of individual variables in multicollinear data sets at three levels of significance: strong importance, moderate importance, and no importance. Implementation of…

Methodology · Statistics 2021-02-10 Christopher Carignan , Ander Egurtzegi

Understanding human preferences is crucial for improving foundation models and building personalized AI systems. However, preferences are inherently diverse and complex, making it difficult for traditional reward models to capture their…

Artificial Intelligence · Computer Science 2025-06-12 Feng Luo , Rui Yang , Hao Sun , Chunyuan Deng , Jiarui Yao , Jingyan Shen , Huan Zhang , Hanjie Chen