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Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

When working with large biological data sets, exploratory analysis is an important first step for understanding the latent structure and for generating hypotheses to be tested in subsequent analyses. However, when the number of variables is…

Methodology · Statistics 2017-02-03 Julia Fukuyama

Missing data is a commonly occurring problem in practice. Many imputation methods have been developed to fill in the missing entries. However, not all of them can scale to high-dimensional data, especially the multiple imputation…

Machine Learning · Computer Science 2023-03-21 Thu Nguyen , Hoang Thien Ly , Michael Alexander Riegler , Pål Halvorsen , Hugo L. Hammer

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

In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that best explain the principal components through…

Statistics Theory · Mathematics 2017-01-31 Yanina Gimenez , Guido Giussani

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Statistics Theory · Mathematics 2026-05-19 Yuan Liao , Xin Tong , Wanjie Wang , Dacheng Xiu

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Methodology · Statistics 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

The article discusses selected problems related to both principal component analysis (PCA) and factor analysis (FA). In particular, both types of analysis were compared. A vector interpretation for both PCA and FA has also been proposed.…

Machine Learning · Computer Science 2021-10-22 Zenon Gniazdowski

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

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

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditional on the sensitive attributes, match one another.…

Machine Learning · Statistics 2023-10-31 Junghyun Lee , Hanseul Cho , Se-Young Yun , Chulhee Yun

Principal Component Analysis (PCA) and its exponential family extensions have three components: observations, latents and parameters of a linear transformation. We consider a generalised setting where the canonical parameters of the…

Machine Learning · Computer Science 2022-11-14 Russell Tsuchida , Cheng Soon Ong

Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson