相关论文: Autoencoder, Principal Component Analysis and Supp…
This paper compares two neural network input selection schemes, the Principal Component Analysis (PCA) and the Automatic Relevance Determination (ARD) based on Mac-Kay's evidence framework. The PCA takes all the input data and projects it…
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)…
Missing Not At Random (MNAR) values lead to significant biases in the data, since the probability of missingness depends on the unobserved values.They are ''not ignorable'' in the sense that they often require defining a model for the…
Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…
Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…
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…
This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…
Dealing with missing data in data analysis is inevitable. Although powerful imputation methods that address this problem exist, there is still much room for improvement. In this study, we examined single imputation based on deep…
Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…
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…
In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…
We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…
When working with tabular data, missingness is always one of the most painful problems. Throughout many years, researchers have continuously explored better and better ways to impute missing data. Recently, with the rapid development…
Auxiliary information is frequently utilized in survey sampling to improve the efficiency of estimators of the finite population mean. However, the simultaneous use of multiple auxiliary variables often induces multicollinearity, which…
The autoencoder is an effective unsupervised learning model which is widely used in deep learning. It is well known that an autoencoder with a single fully-connected hidden layer, a linear activation function and a squared error cost…
Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…
The real-time crash likelihood prediction has been an important research topic. Various classifiers, such as support vector machine (SVM) and tree-based boosting algorithms, have been proposed in traffic safety studies. However, few…
Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…
Autoencoders have long been considered a nonlinear extension of Principal Component Analysis (PCA). Prior studies have demonstrated that linear autoencoders (LAEs) can recover the ordered, axis-aligned principal components of PCA by…