相关论文: Generalized Biplots for Multidimensional Scaled Pr…

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…

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

We describe MPSE: a Multi-Perspective Simultaneous Embedding method for visualizing high-dimensional data, based on multiple pairwise distances between the data points. Specifically, MPSE computes positions for the points in 3D and provides…

Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

Dimension reduction and visualization of high-dimensional data have become very important research topics because of the rapid growth of large databases in data science. In this paper, we propose using a generalized sigmoid function to…

When performing classification tasks, raw high dimensional features often contain redundant information, and lead to increased computational complexity and overfitting. In this paper, we assume the data samples lie on a single underlying…

We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…

Multidimensional scaling (MDS) is widely used to reconstruct a low-dimensional representation of high-dimensional data while preserving pairwise distances. However, Bayesian MDS approaches based on Markov chain Monte Carlo (MCMC) face…

We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…

Visualization of Machine Learning (ML) models is an important part of the ML process to enhance the interpretability and prediction accuracy of the ML models. This paper proposes a new method SPC-DT to visualize the Decision Tree (DT) as…

We introduce Pairwise Distance-Diffusion Analysis (PDDA), a geometric framework for estimating the Hurst exponent from distance plots of long-memory stochastic processes. A single construction yields two complementary routes: R/S-PDDA, a…

Dimensionality reduction methods are an essential tool for multidimensional data analysis, and many interesting processes can be studied as time-dependent multivariate datasets. There are, however, few studies and proposals that leverage on…

We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the data. Our asymptotic results show that the proposal is…

Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…

Principal manifolds are defined as lines or surfaces passing through ``the middle'' of data distribution. Linear principal manifolds (Principal Components Analysis) are routinely used for dimension reduction, noise filtering and data…

Classical multidimensional scaling (MDS) is a method for visualizing high-dimensional point clouds by mapping to low-dimensional Euclidean space. This mapping is defined in terms of eigenfunctions of a matrix of interpoint dissimilarities.…

Dimensionality reduction methods are employed to decrease data dimensionality, either to enhance machine learning performance or to facilitate data visualization in two or three-dimensional spaces. These methods typically fall into two…

In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes…

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…