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We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

数值分析 · 数学 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

机器学习 · 计算机科学 2019-07-08 F. William Townes

Analyzing data in non-Euclidean spaces, such as bioinformatics, biology, and geology, where variables represent directions or angles, poses unique challenges. This type of data is known as circular data in univariate cases and can be termed…

应用统计 · 统计学 2024-11-11 Anahita Nodehi , Mousa Golalizadeh , Mehdi Maadooliat , Claudio Agostinelli

The present paper applied Principal Component Analysis (PCA) for grouping of machines and parts so that the part families can be processed in the cells formed by those associated machines. An incidence matrix with binary entries has been…

适应与自组织系统 · 物理学 2012-02-27 Manojit Chattopadhyay , Surajit Chattopadhyay , Pranab K Dan

Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption…

统计方法学 · 统计学 2025-09-05 Ziling Ma , Ángel López-Oriona , Hernando Ombao , Ying Sun

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

The association between a person's physical activity and various health outcomes is an area of active research. The National Health and Nutrition Examination Survey (NHANES) data provide a valuable resource for studying these associations.…

应用统计 · 统计学 2021-06-01 Bohan Wu , Bradley Van Allen

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

天体物理学 · 物理学 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

统计方法学 · 统计学 2021-04-06 Tiffany M. Tang , Genevera I. Allen

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

统计方法学 · 统计学 2022-09-14 Haiyan Jiang , Shanshan Qin , Oscar Hernan Madrid Padilla

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)…

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

机器学习 · 统计学 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

风险管理 · 定量金融 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC's to be used in a specific procedure has…

统计理论 · 数学 2013-02-26 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

Functional Principal Component Analysis is a reference method for dimension reduction of curve data. Its theoretical properties are now well understood in the simplified case where the sample curves are fully observed without noise.…

统计方法学 · 统计学 2025-04-28 Ryad Belhakem , Franck Picard , Vincent Rivoirard , Angelina Roche

Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions thus obtained form a functional time…

统计理论 · 数学 2016-08-14 Siegfried Hörmann , Piotr Kokoszka

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

机器学习 · 统计学 2019-08-21 Genevera I. Allen , Michael Weylandt

Functional principal component regression (PCR) can fail to provide good prediction if the response is highly correlated with some excluded functional principal component(s). This situation is common since the construction of functional…

统计方法学 · 统计学 2026-01-27 Zhiyang Zhou

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of…

统计方法学 · 统计学 2026-02-24 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

机器学习 · 计算机科学 2013-05-31 Yi-Hao Kao , Benjamin Van Roy