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Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…

Statistics Theory · Mathematics 2025-11-05 Franck Picard , Vincent Rivoirard , Angelina Roche , Victor Panaretos

Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

Principal component analysis (PCA) plays an important role in the analysis of cryo-EM images for various tasks such as classification, denoising, compression, and ab-initio modeling. We introduce a fast method for estimating a compressed…

Numerical Analysis · Mathematics 2022-11-01 Nicholas F. Marshall , Oscar Mickelin , Yunpeng Shi , Amit Singer

We propose a novel class of prior distributions for sequences of orthogonal functions, which are frequently required in various statistical models such as functional principal component analysis (FPCA). Our approach constructs priors…

Methodology · Statistics 2025-12-25 Shonosuke Sugasawa , Daichi Mochihashi

Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be diverging with, or even larger than the number of temporally…

Statistics Theory · Mathematics 2021-09-01 Shaojun Guo , Xinghao Qiao

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

Machine Learning · Statistics 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

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

The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…

Methodology · Statistics 2024-07-23 Tui Nolan , Sylvia Richardson , Hélène Ruffieux

Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data. However, controlling the roughness of the extracted…

Methodology · Statistics 2023-06-27 Hossein Haghbin , Yue Zhao , Mehdi Maadooliat

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…

Machine Learning · Computer Science 2025-03-04 Junhui Shen , Aaron J. Davis , Ding Lu , Zhaojun Bai

The topic of this tutorial is Least Squares Sparse Principal Components Analysis (LS SPCA) which is a simple method for computing approximated Principal Components which are combinations of only a few of the observed variables. Analogously…

Methodology · Statistics 2021-05-31 Giovanni Maria Merola

Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where the sample curves are fully observed without noise.…

Methodology · Statistics 2025-04-28 Ryad Belhakem , Franck Picard , Vincent Rivoirard , Angelina Roche

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of…

Methodology · Statistics 2026-02-24 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin
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