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We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

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

Joint analysis of multiple phenotypes can increase statistical power in genetic association studies. Principal component analysis, as a popular dimension reduction method, especially when the number of phenotypes is high-dimensional, has…

Applications · Statistics 2018-06-18 Zhonghua Liu , Xihong Lin

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…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Michael Gyimadu , Gregory Bell , Ph. D

The angular differential imaging (ADI) is used to improve contrast in high resolution astronomical imaging. An example is the direct imaging of exoplanet in camera fed by Extreme Adaptive Optics. The subtraction of the main dazzling object…

Instrumentation and Methods for Astrophysics · Physics 2018-07-04 Carmelo Arcidiacono , Valeria Simoncini

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

Change point detection algorithms have numerous applications in fields of scientific and economic importance. We consider the problem of change point detection on compositional multivariate data (each sample is a probability mass function),…

Applications · Statistics 2019-01-16 Prabuchandran K. J. , Nitin Singh , Pankaj Dayama , Vinayaka Pandit

Principal Component Analysis (PCA) is an efficient tool to optimize the multiparameter tests of general relativity (GR) where one tests for simultaneous deviations in multiple post-Newtonian (PN) phasing coefficients by introducing…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Sayantani Datta , M. Saleem , K. G. Arun , B. S. Sathyaprakash

Independent component analysis is intended to recover the mutually independent components from their linear mixtures. This technique has been widely used in many fields, such as data analysis, signal processing, and machine learning. To…

Machine Learning · Statistics 2022-07-13 Yunpeng Li , ZhaoHui Ye

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

Principal component analysis is considered as an addition to the well-tested parametrization w(a)=w_0+w_a(1-a) for the dark energy equation of state. This brief note cautions against some unjustified assumptions in interpretation of PCA…

Astrophysics · Physics 2008-12-11 Roland de Putter , Eric V. Linder

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

Numerical Analysis · Computer Science 2016-03-01 Vitaly Bulgakov

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined,…

Machine Learning · Statistics 2016-04-14 Hansi Jiang , Carl Meyer

I present a discussion of fundamental stellar parameters and their observational determination in the context of interferometric measurements with current and future optical/infrared interferometric facilities. Stellar parameters and the…

Astrophysics · Physics 2007-05-23 M. Wittkowski

When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…

Methodology · Statistics 2017-05-30 Sungwon Lee , Sungkyu Jung

We analyse synthetic galaxy spectra from the evolutionary models of Bruzual&Charlot and Fioc&Rocca-Volmerange using the method of Principal Component Analysis (PCA). We explore synthetic spectra with different ages, star formation histories…

Astrophysics · Physics 2009-10-30 S. Ronen , A. Aragon-Salamanca , O. Lahav

This paper introduces the Class-wise Principal Component Analysis, a supervised feature extraction method for hyperspectral data. Hyperspectral Imaging (HSI) has appeared in various fields in recent years, including Remote Sensing.…

Computer Vision and Pattern Recognition · Computer Science 2021-04-12 Dimitra Koumoutsou , Eleni Charou , Georgios Siolas , Giorgos Stamou

The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

Optimization and Control · Mathematics 2015-11-26 Dan Garber , Elad Hazan