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Dimensionality reduction is an important operation in information visualization, feature extraction, clustering, regression, and classification, especially for processing noisy high dimensional data. However, most existing approaches…

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Principal component analysis (PCA) is a widely used dimension reduction method, but its performance is known to be non-robust to outliers. Recently, product-PCA (PPCA) has been shown to possess the efficiency-loss free ordering-robustness…

The properties of bipolar junction transistors (BJTs) are known to vary in terms of their parameters. In this work, an experimental approach, including pattern recognition concepts and methods such as principal component analysis (PCA) and…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of linearly uncorrelated variables via an orthogonal…

The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to…

In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first principal component when we only have access to partial…

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

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…

We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…

Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methods for Projection Pursuit aim to facilitate the visual exploration of high-dimensional data by identifying interesting low-dimensional projections. A major challenge is the design of a suitable quality metric of projections, commonly…

We outline how principal component analysis (PCA) can be applied to particle configuration data to detect a variety of phase transitions in off-lattice systems, both in and out of equilibrium. Specifically, we discuss its application to…

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

This study presents a scalable data-driven algorithm designed to efficiently address the challenging problem of reachability analysis. Analysis of cyber-physical systems (CPS) relies typically on parametric physical models of dynamical…

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

This paper examines several applications of principal component analysis (PCA) to physical systems. The first of these demonstrates that the principal components in a basis of appropriate system variables can be employed to identify…

The principal component analysis (PCA) is a staple statistical and unsupervised machine learning technique in finance. The application of PCA in a financial setting is associated with several technical difficulties, such as numerical…