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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 Components Analysis (PCA) is a common way to study the sources of variation in a high-dimensional data set. Typically, the leading principal components are used to understand the variation in the data or to reduce the dimension of…

Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

Astrophysics · Physics 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves…

Statistical Finance · Quantitative Finance 2014-08-28 Marcio Laurini , Alberto Ohashi

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

Machine learning (ML) can process large sets of data generated from complex systems, which is ideal for classification tasks as often appeared in critical phenomena. Meanwhile ML techniques have been found effective in detecting critical…

Computational Physics · Physics 2024-05-07 Shen Jianmin , Wang Shanshan , Li Wei , Xu Dian , Yang Yuxiang , Wang Yanyang , Gao Feng , Zhu Yueying , Tuo Kui

A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…

Statistics Theory · Mathematics 2016-11-26 Dan Shen , Haipeng Shen , J. S. Marron

An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…

Methodology · Statistics 2020-12-15 Jingxin Zhang , Hao Chen , Songhang Chen , Xia Hong

We generate point configurations (PCs) by thresholding the local energy of the Ashkin-Teller model in two dimensions (2D) and study the percolation transition at different values of $\lambda$ along the critical Baxter line by varying the…

Statistical Mechanics · Physics 2025-07-21 Sayantan Mitra , Indranil Mukherjee , P. K. Mohanty

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

We review the critical behavior of nonequilibrium systems, such as directed percolation (DP) and branching-annihilating random walks (BARW), which possess phase transitions into absorbing states. After reviewing the bulk scaling behavior of…

Statistical Mechanics · Physics 2009-11-07 P. Frojdh , M. Howard , K. B. Lauritsen

Absorbing phase transition in restricted exclusion processes are characterized by simple integer exponents. We show that this critical behaviour flows to the directed percolation (DP) universality class when particle conservation is broken…

Statistical Mechanics · Physics 2012-12-18 Urna Basu , P. K. Mohanty

In this work we consider five different lattice models which exhibit continuous phase transitions into absorbing states. By measuring certain universal functions, which characterize the steady state as well as the dynamical scaling…

Statistical Mechanics · Physics 2009-11-11 S. Lubeck , R. D. Willmann

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

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

A principal component analysis (PCA) of clean microcalorimeter pulse records can be a first step beyond statistically optimal linear filtering of pulses towards a fully non-linear analysis. For PCA to be practical on spectrometers with…

Data Analysis, Statistics and Probability · Physics 2020-01-08 J. W. Fowler , B. K. Alpert , Y. -I. Joe , G. C. O'Neil , D. S. Swetz , J. N. Ullom

Linear principal component analysis (PCA) can be extended to a nonlinear PCA by using artificial neural networks. But the benefit of curved components requires a careful control of the model complexity. Moreover, standard techniques for…

Machine Learning · Computer Science 2012-04-04 Matthias Scholz

The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…

Statistics Theory · Mathematics 2023-02-15 Haoyu Wang

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

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
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