相关论文: Copula-based Partial Correlation Screening: a Join…

Detection limits (DLs), where a variable is unable to be measured outside of a certain range, are common in research. Most approaches to handle DLs in the response variable implicitly make parametric assumptions on the distribution of data…

Various data modalities are common in real-world applications (e.g., electronic health records, medical images and clinical notes in healthcare). It is essential to develop multimodal learning methods to aggregate various information from…

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Rolling bearings are subject to various faults due to its long-time operation under harsh environment, which will lead to unexpected breakdown of machinery system and cause severe accidents. Deep learning methods recently have gained…

The paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations. High dimensionality of the data brings in many complications, such as (possibly…

We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This…

In this paper, we tackle a significant challenge in PCA: heterogeneity. When data are collected from different sources with heterogeneous trends while still sharing some congruency, it is critical to extract shared knowledge while retaining…

A principal component analysis (PCA) of clean microcalorimeter pulse records can be a first step beyond statistically optimal linear filtering of pulses towards a fully non-linear analysis. For PCA to be practical on spectrometers with…

Independence screening methods such as the two sample $t$-test and the marginal correlation based ranking are among the most widely used techniques for variable selection in ultrahigh dimensional data sets. In this short note, simple…

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Dimensionality reduction (DR) is frequently used for analyzing and visualizing high-dimensional data as it provides a good first glance of the data. However, to interpret the DR result for gaining useful insights from the data, it would…

We propose pair copula constructed point-optimal sign tests in the context of linear and nonlinear predictive regressions with endogenous, persistent regressors, and disturbances exhibiting serial (nonlinear) dependence. The proposed…

Sure screening technique has been considered as a powerful tool to handle the ultrahigh dimensional variable selection problems, where the dimensionality p and the sample size n can satisfy the NP dimensionality log p=O(n^a) for some a>0…

Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…

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…

In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the column sparse outlier model. The existing methods for column sparse outlier model assumes…

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Multivariate data are typically represented by a rectangular matrix (table) in which the rows are the objects (cases) and the columns are the variables (measurements). When there are many variables one often reduces the dimension by…

Weakly Supervised Semantic Segmentation (WSSS) with image-level labels has gained attention for its cost-effectiveness. Most existing methods emphasize inter-class separation, often neglecting the shared semantics among related categories…