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A powerful study design in the fields of genomics and metabolomics is the 'replicated time course experiment' where individual time series are observed for a sample of biological units, such as human patients, termed replicates. Standard…

统计方法学 · 统计学 2011-12-02 Maurice Berk , Giovanni Montana

Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where the sample curves are fully observed without noise.…

统计方法学 · 统计学 2025-04-28 Ryad Belhakem , Franck Picard , Vincent Rivoirard , Angelina Roche

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

应用统计 · 统计学 2025-06-25 Theodosios Papazoglou , Guosheng Yin

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

机器学习 · 计算机科学 2017-12-13 Haitao Zhao

We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…

统计方法学 · 统计学 2019-10-09 Giovanni Maria Merola

In this paper, we propose a non-convex formulation to recover the authentic structure from the corrupted real data. Typically, the specific structure is assumed to be low rank, which holds for a wide range of data, such as images and…

计算机视觉与模式识别 · 计算机科学 2016-08-23 Jing Wang , Meng Wang , Xuegang Hu , Shuicheng Yan

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

最优化与控制 · 数学 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

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.…

机器学习 · 统计学 2020-08-11 Keishi Sando , Hideitsu Hino

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

机器学习 · 计算机科学 2016-01-12 Bo Xie , Yingyu Liang , Le Song

This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…

机器学习 · 计算机科学 2019-05-28 Lai Tian , Feiping Nie , Xuelong Li

Multidimensional functional data streams arise in diverse scientific fields, yet their analysis poses significant challenges. We propose a novel online framework for functional principal component analysis that enables efficient and…

统计方法学 · 统计学 2025-05-06 Muye Nanshan , Nan Zhang , Jiguo Cao

For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…

机器学习 · 统计学 2019-01-04 Michael Wojnowicz , Di Zhang , Glenn Chisholm , Xuan Zhao , Matt Wolff

I develop a feasible weighted projected principal component (FPPC) analysis for factor models in which observable characteristics partially explain the latent factors. This novel method provides more efficient and accurate estimators than…

计量经济学 · 经济学 2022-05-23 Sung Hoon Choi

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

统计方法学 · 统计学 2019-10-25 Mengyang Gu , Weining Shen

Principal Component Analysis (PCA) is a foundational technique in machine learning for dimensionality reduction of high-dimensional datasets. However, PCA could lead to biased outcomes that disadvantage certain subgroups of the underlying…

机器学习 · 计算机科学 2025-03-04 Junhui Shen , Aaron J. Davis , Ding Lu , Zhaojun Bai

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

机器学习 · 计算机科学 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

数值分析 · 计算机科学 2012-05-08 Risheng Liu , Zhouchen Lin , Siming Wei , Zhixun Su

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

统计方法学 · 统计学 2013-05-13 Marie Verbanck , Julie Josse , François Husson

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

机器学习 · 统计学 2017-05-19 Xianghui Luo , Robert J. Durrant