Related papers: A Functional approach for Two Way Dimension Reduct…
Dimensionality reduction techniques map data represented on higher dimensions onto lower dimensions with varying degrees of information loss. Graph dimensionality reduction techniques adopt the same principle of providing latent…
Dimensionality Reduction plays a pivotal role in improving feature learning accuracy and reducing training time by eliminating redundant features, noise, and irrelevant data. Nonnegative Matrix Factorization (NMF) has emerged as a popular…
In Functional Data Analysis, data are commonly assumed to be smooth functions on a fixed interval of the real line. In this work, we introduce a comprehensive framework for the analysis of functional data, whose domain is a two-dimensional…
Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the dynamic dependencies both within and across series. In this…
This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…
The real-life data have a complex and non-linear structure due to their nature. These non-linearities and the large number of features can usually cause problems such as the empty-space phenomenon and the well-known curse of dimensionality.…
This article presents a method for recovering missing values in multidimensional time series. The method combines neural network technologies and an algorithm for searching snippets (behavioral patterns of a time series). It includes the…
A novel general framework is proposed in this paper for dimension reduction in regression to fill the gap between linear and fully nonlinear dimension reduction. The main idea is to transform first each of the raw predictors monotonically,…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
Dimension reduction techniques for multivariate time series decompose the observed series into a few useful independent/orthogonal univariate components. We develop a spectral domain method for multivariate second-order stationary time…
We consider dimension reduction for regression or classification in which the predictors are matrix- or array-valued. This type of predictor arises when measurements are obtained for each combination of two or more underlying variables--for…
In current research, machine and deep learning solutions for the classification of temporal data are shifting from single-channel datasets (univariate) to problems with multiple channels of information (multivariate). The majority of these…
We propose a multifidelity dimension reduction method to identify a low-dimensional structure present in many engineering models. The structure of interest arises when functions vary primarily on a low-dimensional subspace of the…
In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…
Complex, oscillatory data arises from a large variety of biological, physical, and social systems. However, the inherent oscillation and ubiquitous noise pose great challenges to current methodology such as linear and nonlinear time series…
We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…
We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…