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Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

Methodology · Statistics 2026-01-22 Elena Bortolato , Antonio Canale

Whereas most dimensionality reduction techniques (e.g. PCA, ICA, NMF) for multivariate data essentially rely on linear algebra to a certain extent, summarizing ranking data, viewed as realizations of a random permutation $\Sigma$ on a set…

Machine Learning · Statistics 2019-09-02 Mastane Achab , Anna Korba , Stephan Clémençon

It is common practice to discretize continuous defect counts into defective and non-defective classes and use them as a target variable when building defect classifiers (discretized classifiers). However, this discretization of continuous…

Software Engineering · Computer Science 2022-02-15 Gopi Krishnan Rajbahadur , Shaowei Wang , Yasutaka Kamei , Ahmed E. Hassan

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

We propose a numerical accountant for evaluating the tight $(\varepsilon,\delta)$-privacy loss for algorithms with discrete one dimensional output. The method is based on the privacy loss distribution formalism and it uses the recently…

Machine Learning · Statistics 2021-06-24 Antti Koskela , Joonas Jälkö , Lukas Prediger , Antti Honkela

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…

In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…

Methodology · Statistics 2018-04-20 Rosanna Verde , Antonio Irpino

Regression via classification (RvC) is a common method used for regression problems in deep learning, where the target variable belongs to a set of continuous values. By discretizing the target into a set of non-overlapping classes, it has…

Machine Learning · Computer Science 2022-04-11 Axel Berg , Magnus Oskarsson , Mark O'Connor

Motivated by practical applications, we explore the constrained multi-period mean-variance portfolio selection problem within a market characterized by a dynamic factor model. This model captures predictability in asset returns driven by…

Portfolio Management · Quantitative Finance 2025-02-26 Jianjun Gao , Chengneng Jin , Yun Shi , Xiangyu Cui

Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods…

Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based approach, known as Matrix Decomposition Factor Analysis…

Statistics Theory · Mathematics 2025-06-23 Yoshikazu Terada

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

Factor analysis has proven to be a relevant tool for extracting tissue time-activity curves (TACs) in dynamic PET images, since it allows for an unsupervised analysis of the data. Reliable and interpretable results are possible only if…

Image and Video Processing · Electrical Eng. & Systems 2019-03-27 Yanna Cruz Cavalcanti , Thomas Oberlin , Nicolas Dobigeon , Cédric Févotte , Simon Stute , Maria-Joao Ribeiro , Clovis Tauber

The zero-truncated Poisson distributions are certain discrete probability distributions whose supports are the set of positive integers, which are also known as the conditional Poisson distributions or the positive Poisson distributions. In…

Probability · Mathematics 2023-01-11 Taekyun Kim , Dae san Kim , Si-Hyeon Lee , Seong-Ho Park , Lee-Chae jang

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Methodology · Statistics 2024-10-08 Yifan Yang , Tianzhou Ma , Chuan Bi , Shuo Chen

This paper is concerned with the problem of conditional independence testing for discrete data. In recent years, researchers have shed new light on this fundamental problem, emphasizing finite-sample optimality. The non-asymptotic viewpoint…

Statistics Theory · Mathematics 2023-10-31 Ilmun Kim , Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…

Machine Learning · Computer Science 2026-02-06 Jincheng Zhou , Mengbo Wang , Anqi He , Yumeng Zhou , Hessam Olya , Murat Kocaoglu , Bruno Ribeiro

When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…

Methodology · Statistics 2026-03-02 Laura D'Angelo , Bernardo Nipoti , Andrea Ongaro

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

Methodology · Statistics 2010-10-08 Thomas Brendan Murphy , Nema Dean , Adrian E. Raftery
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