English
Related papers

Related papers: ALPCAHUS: Subspace Clustering for Heteroscedastic …

200 papers

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

This paper aims to develop new techniques to describe joint behavior of stocks, beyond regression and correlation. For example, we want to identify the clusters of the stocks that move together. Our work is based on applying Kernel…

Statistical Finance · Quantitative Finance 2018-03-28 Charu Sharma , Amber Habib , Sunil Bowry

This paper introduces a robust approach to functional principal component analysis (FPCA) for relative data, particularly density functions. While recent papers have studied density data within the Bayes space framework, there has been…

\texttt{rCOSA} is a software package interfaced to the R language. It implements statistical techniques for clustering objects on subsets of attributes in multivariate data. The main output of COSA is a dissimilarity matrix that one can…

Computation · Statistics 2016-12-02 Maarten M. Kampert , Jacqueline J. Meulman , Jerome H. Friedman

Anti-Money Laundering (AML) is a crucial task in ensuring the integrity of financial systems. One keychallenge in AML is identifying high-risk groups based on their behavior. Unsupervised learning, particularly clustering, is a promising…

Statistical Finance · Quantitative Finance 2024-03-05 Ahmed N. Bakry , Almohammady S. Alsharkawy , Mohamed S. Farag , Kamal R. Raslan

A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of…

Methodology · Statistics 2017-10-09 Katherine Morris , Paul D. McNicholas

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

Cellular Automata are discrete dynamical systems that evolve following simple and local rules. Despite of its local simplicity, knowledge discovery in CA is a NP problem. This is the main motivation for using data mining techniques for CA…

Discrete Mathematics · Computer Science 2007-05-23 Gilson A. Giraldi , Antonio A. F. Oliveira , Leonardo Carvalho

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Clustering in high-dimensional spaces is a difficult problem which is recurrent in many domains, for example in image analysis. The difficulty is due to the fact that high-dimensional data usually live in different low-dimensional subspaces…

Statistics Theory · Mathematics 2016-08-16 Charles Bouveyron , Stéphane Girard , Cordelia Schmid

Principal component analysis (PCA) is a commonly used pattern analysis method that maps high-dimensional data into a lower-dimensional space maximizing the data variance, that results in the promotion of separability of data. Inspired by…

Signal Processing · Electrical Eng. & Systems 2022-06-20 Xiaoqiang Hua , Yusuke Ono , Linyu Peng , Yuting Xu

Subspace clustering (SC) aims to cluster data lying in a union of low-dimensional subspaces. Usually, SC learns an affinity matrix and then performs spectral clustering. Both steps suffer from high time and space complexity, which leads to…

Machine Learning · Computer Science 2021-06-01 Jicong Fan

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

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, whose number, orientations, and dimensions are all unknown. In practice one may have access to…

Machine Learning · Statistics 2015-12-15 Reinhard Heckel , Michael Tschannen , Helmut Bölcskei

Extracting an understanding of the underlying system from high dimensional data is a growing problem in science. Discovering informative and meaningful features is crucial for clustering, classification, and low dimensional data embedding.…

Machine Learning · Statistics 2019-12-10 Samuel Melton , Sharad Ramanathan

We introduce the notion of Principal Component Analysis (PCA) of image gradient orientations. As image data is typically noisy, but noise is substantially different from Gaussian, traditional PCA of pixel intensities very often fails to…

Computer Vision and Pattern Recognition · Computer Science 2010-05-18 Georgios Tzimiropoulos , Stefanos Zafeiriou

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

In this contribution, the clustering procedure based on K-Means algorithm is studied as an inverse problem, which is a special case of the illposed problems. The attempts to improve the quality of the clustering inverse problem drive to…

Numerical Analysis · Mathematics 2022-11-16 Alberto Arturo Vergani