相关论文: Compositional Data Regression in Insurance with Ex…

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

The mixture extension of exponential family principal component analysis (EPCA) was designed to encode much more structural information about data distribution than the traditional EPCA does. For example, due to the linearity of EPCA's…

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…

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…

In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

The increasing integration of data science techniques into quantitative finance has enabled more systematic and data-driven approaches to portfolio construction. This paper investigates the use of Principal Component Analysis (PCA) in…

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Principal component analysis (PCA) is commonly used in genetics to infer and visualize population structure and admixture between populations. PCA is often interpreted in a way similar to inferred admixture proportions, where it is assumed…

Compositional data consist of known compositions vectors whose components are positive and defined in the interval (0,1) representing proportions or fractions of a "whole". The sum of these components must be equal to one. Compositional…

Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

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…

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

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…

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…