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This paper presents a novel approach to functional principal component analysis (FPCA) in Bayes spaces in the setting where densities are the object of analysis, but only few individual samples from each density are observed. We use the…

Methodology · Statistics 2023-09-21 Lisa Steyer , Sonja Greven

Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…

Methodology · Statistics 2025-03-03 Matteo Barigozzi , Yong He , Lingxiao Li , Lorenzo Trapani

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…

Methodology · Statistics 2024-06-27 Edward Gunning , Giles Hooker

Functional principal component analysis (FPCA) could become invalid when data involve non-Gaussian features. Therefore, we aim to develop a general FPCA method to adapt to such non-Gaussian cases. A Kenall's $\tau$ function, which possesses…

Methodology · Statistics 2021-08-18 Rou Zhong , Shishi Liu , Haocheng Li , Jingxiao Zhang

Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…

Methodology · Statistics 2025-07-01 ZeYu Li , Xinsheng Zhang , Wang Zhou

Functional data analysis (FDA) methods have computational and theoretical appeals for some high dimensional data, but lack the scalability to modern large sample datasets. To tackle the challenge, we develop randomized algorithms for two…

Computation · Statistics 2022-04-11 Shiyuan He , Xiaomeng Yan

Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption…

Methodology · Statistics 2025-09-05 Ziling Ma , Ángel López-Oriona , Hernando Ombao , Ying Sun

Foundation models, while highly effective, are often resource-intensive, requiring substantial inference time and memory. This paper addresses the challenge of making these models more accessible with limited computational resources by…

Machine Learning · Computer Science 2024-09-20 Vasilii Feofanov , Romain Ilbert , Malik Tiomoko , Themis Palpanas , Ievgen Redko

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

The logical structure and the basic theorems of time-dependent current density functional theory (TDCDFT) are analyzed and reconsidered from the point of view of recently proposed time-dependent deformation functional theory (TDDefFT). It…

Strongly Correlated Electrons · Physics 2019-03-27 I. V. Tokatly

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Machine Learning · Statistics 2014-07-17 Zhaoyi Kang , Costas J. Spanos

The main goal of this work is to study systematically the quantum aspects of the interaction between scalar particles in the framework of Generalized Scalar Duffin-Kemmer-Petiau Electrodynamics (GSDKP). For this purpose the theory is…

High Energy Physics - Theory · Physics 2015-10-19 R. Bufalo , T. R. Cardoso , A. A. Nogueira , B. M. Pimentel

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning, which is a…

Machine Learning · Statistics 2023-04-07 Hideaki Ishibashi , Shotaro Akaho

This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component analysis (FPCA) and functional partial least squares…

Methodology · Statistics 2024-10-28 Ufuk Beyaztas , Abhijit Mandal , Han Lin Shang

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…

Machine Learning · Statistics 2024-07-11 Puoya Tabaghi , Michael Khanzadeh , Yusu Wang , Sivash Mirarab