相关论文: Sparse Principal Component based High-Dimensional …

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)…

When working with large biological data sets, exploratory analysis is an important first step for understanding the latent structure and for generating hypotheses to be tested in subsequent analyses. However, when the number of variables is…

Multivariate imputation by chained equations (MICE) is one of the most popular approaches to address missing values in a data set. This approach requires specifying a univariate imputation model for every variable under imputation. The…

Causal mediation analysis aims to characterize an exposure's effect on an outcome and quantify the indirect effect that acts through a given mediator or a group of mediators of interest. With the increasing availability of measurements on a…

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…

Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…

Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional…

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…

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…

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

We explore the physical implications of applying principal component analysis (PCA) to translationally invariant classical systems defined on a $d$-dimensional hypercubic lattice. Using Rayleigh-Schr\"odinger perturbation theory, we…

Principal Component Analysis (PCA) is an important tool of dimension reduction especially when the dimension (or the number of variables) is very high. Asymptotic studies where the sample size is fixed, and the dimension grows [i.e., High…

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the…

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…

Sparse principal component analysis (sPCA) has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. The main challenge underlying sPCA is to estimate the first vector of loadings of the…

An important problem in causal inference is to break down the total effect of a treatment on an outcome into different causal pathways and to quantify the causal effect in each pathway. For instance, in causal fairness, the total effect of…

Sparse Principal Component Analysis (Sparse PCA) is a pivotal tool in data analysis and dimensionality reduction. However, Sparse PCA is a challenging problem in both theory and practice: it is known to be NP-hard and current exact methods…

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…