Related papers: Bayesian sparse principal coordinates analysis wit…
Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…
Probabilistic Bisection Algorithm performs root finding based on knowledge acquired from noisy oracle responses. We consider the generalized PBA setting (G-PBA) where the statistical distribution of the oracle is unknown and…
We propose a linear time-difference-of-arrival (TDOA) measurement model to improve \textit{distributed} estimation performance for localized target tracking. We design distributed filters over sparse (possibly large-scale) communication…
Sequencing-based technologies provide an abundance of high-dimensional biological datasets with skewed and zero-inflated measurements. Classification of such data with linear discriminant analysis leads to poor performance due to the…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
In a bivariate meta-analysis the number of diagnostic studies involved is often very low so that frequentist methods may result in problems. Bayesian inference is attractive as informative priors that add small amount of information can…
Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…
Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…
Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…
Multivariate count data with many zeros frequently occur in a variety of application areas such as text mining with a document-term matrix and cluster analysis with microbiome abundance data. Exponential family PCA (Collins et al., 2001) is…
Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…
The primary user emulation attack (PUEA) is one of the common threats in cognitive radio networks (CRNs), in this problem, an attacker mimics the Primary User (PU) signal to deceive other secondary users (SUs) to make them leave the white…
Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…
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…
Multidimensional data distributions can have complex topologies and variable local dimensions. To approximate complex data, we propose a new type of low-dimensional ``principal object'': a principal cubic complex. This complex is a…
In this work we propose a semiparametric bivariate copula whose density is defined by a piecewise constant function on disjoint squares. We obtain the maximum likelihood estimators of model parameters and prove that they reduce to the…
We develop and apply a learning framework for parameter estimation in initial value problems that are assessed only indirectly via aggregate data such as sample means and/or standard deviations. Our comprehensive framework follows Bayesian…
We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…
Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…
A new approach to the sparse Canonical Correlation Analysis (sCCA)is proposed with the aim of discovering interpretable associations in very high-dimensional multi-view, i.e.observations of multiple sets of variables on the same subjects,…