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Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers…
In the data-rich environment, using many economic predictors to forecast a few key variables has become a new trend in econometrics. The commonly used approach is factor augment (FA) approach. In this paper, we pursue another direction,…
Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…
This article introduces analytical techniques and a decision support tool to support capacity assessment and case mix planning (CMP) approaches previously created for hospitals. First, an optimization model is proposed to analyse the impact…
The root-cause diagnostics of product quality defects in multistage manufacturing processes often requires a joint identification of crucial stages and process variables. To meet this requirement, this paper proposes a novel penalized…
High-dimensional image data often require dimensionality reduction before further analysis. This paper provides a purely analytical comparison of two linear techniques-Principal Component Analysis (PCA) and Singular Value Decomposition…
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…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…
Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…
Option valuation problems are often solved using standard Monte Carlo (MC) methods. These techniques can often be enhanced using several strategies especially when one discretizes the dynamics of the underlying asset, of which we assume…
In this paper, we study a class of optimization problems, called Mathematical Programs with Cardinality Constraints (MPCaC). This kind of problem is generally difficult to deal with, because it involves a constraint that is not continuous…
Given the urgent need to devise credible, deep strategies for carbon neutrality, approaches for `modelling to generate alternatives' (MGA) are gaining popularity in the energy sector. Yet, MGA faces limitations when applied to…
Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by recent success of applying CCA to learn low dimensional…
A minimum Manhattan distance (MMD) approach to multiple criteria decision making in multiobjective optimization problems (MOPs) is proposed. The approach selects the final solution corresponding with a vector that has the MMD from a…
Canonical correlation analysis (CCA) is a multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinations of the variables in each data set having maximal…
Optimization of mixed categorical-continuous variables is prevalent in real-world applications of black-box optimization. Recently, CatCMA has been proposed as a method for optimizing such variables and has demonstrated success in…
The development of computing has made credit scoring approaches possible, with various machine learning (ML) and deep learning (DL) techniques becoming more and more valuable. While complex models yield more accurate predictions, their…
Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited…
As automated attack techniques rapidly advance, CAPTCHAs remain a critical defense mechanism against malicious bots. However, existing CAPTCHA schemes encompass a diverse range of modalities -- from static distorted text and obfuscated…