相关论文: Regression based principal component analysis for …

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…

This paper studies the principal component (PC) method-based estimation of weak factor models with sparse loadings. We uncover an intrinsic near-sparsity preservation property for the PC estimators of loadings, which comes from the…

An additive growth curve model with orthogonal design matrices is proposed in which observations may have different profile forms. The proposed model allows us to fit data and then estimate parameters in a more parsimonious way than the…

This paper introduces a novel sparse latent factor modeling framework using sparse asymptotic Principal Component Analysis (APCA) to analyze the co-movements of high-dimensional panel data over time. Unlike existing methods based on sparse…

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Previously we have developed the concept of the dynamic pathosome, which suggests that individual patterns of phenotype development, i.e., phenotypic trajectories, contain more information than is commonly appreciated and that a phenotype's…

Graphs are very effective tools in visualizing information and are used in many fields including the medical field. In most developing countries primary care, graphs are used to monitor child growth. These measures are therefore often…

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…

This article introduces a new signal analysis method, which can be interpreted as a principal component analysis in sparse decomposition of the signal. The method, called principal basis analysis, is based on a novel criterion:…

Motivated by modern observational studies, we introduce a class of functional models that expands nested and crossed designs. These models account for the natural inheritance of correlation structure from sampling design in studies where…

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

The linear spline growth model (LSGM), which approximates complex patterns using at least two linear segments, is a popular tool for examining nonlinear change patterns. Among such models, the linear-linear piecewise change pattern is the…