相关论文: Dynamic principal component regression: Applicatio…

The literature on high-dimensional functional data focuses on either the dependence over time or the correlation among functional variables. In this paper, we propose a factor-guided functional principal component analysis (FaFPCA) method…

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

Discovering dominant patterns and exploring dynamic behaviors especially critical state transitions and tipping points in high-dimensional time-series data are challenging tasks in study of real-world complex systems, which demand…

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the…

We study the long-standing problem of determining the number of principal components in econometric applications from a selective inference perspective. We consider i.i.d. observations from a $p$-dimensional random vector with $p<n$ and…

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Principal component analysis is a long-standing go-to method for exploring multivariate data. The principal components are linear combinations of the original variables, ordered by descending variance. The first few components typically…

We propose a nonparametric method to explicitly model and represent the derivatives of smooth underlying trajectories for longitudinal data. This representation is based on a direct Karhunen--Lo\`eve expansion of the unobserved derivatives…

In most cases, mortality is analysed considering summary indicators (e.~g. $e_0$ or $e^{\dagger}_0$) that either focus on a specific mortality component or pool all component-specific information in one measure. This can be a limitation,…

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.…

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time…

We study the dynamics of cause--specific mortality rates among countries by considering them as compositions of functions. We develop a novel framework for such data structure, with particular attention to functional PCA. The application of…

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

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…

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…

In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…

At the physiological level, aging is neither rigid nor unchangeable. Instead, the molecular and mechanisms driving aging are sufficiently plastic that a variety of diverse interventions--dietary, pharmaceutical, and genetic--have been…

Personalized treatment of patients based on tissue-specific cancer subtypes has strongly increased the efficacy of the chosen therapies. Even though the amount of data measured for cancer patients has increased over the last years, most…