Related papers: Bayesian Multivariate Sparse Functional Principal …
We consider Fair Principal Component Analysis (FPCA) and search for a low dimensional subspace that spans multiple target vectors in a fair manner. FPCA is defined as a non-concave maximization of the worst projected target norm within a…
As one of the most powerful tools for examining the association between functional covariates and a response, the functional regression model has been widely adopted in various interdisciplinary studies. Usually, a limited number of…
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…
Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…
Functional data analysis on nonlinear manifolds has drawn recent interest. Sphere-valued functional data, which are encountered for example as movement trajectories on the surface of the earth, are an important special case. We consider an…
Digital health technologies enable high-frequency collection of data in near-continuous time and capture rich information about the health of individuals. The raw data collected by these devices often have a hierarchical functional…
Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we for the first time propose the matrix elliptical factor…
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…
Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…
We introduce Adaptive Functional Principal Component Analysis, a novel method to capture directions of variation in functional data that exhibit sharp changes in smoothness. We first propose a new adaptive scatterplot smoothing technique…
Functional binary datasets occur frequently in real practice, whereas discrete characteristics of the data can bring challenges to model estimation. In this paper, we propose a sparse logistic functional principal component analysis…
In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of…
Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…
This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…
Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…
We consider the sampling problem for functional PCA (fPCA), where the simplest example is the case of taking time samples of the underlying functional components. More generally, we model the sampling operation as a continuous linear map…
Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…