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Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

机器学习 · 统计学 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

机器学习 · 计算机科学 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper…

机器学习 · 计算机科学 2012-07-19 Wray L. Buntine , Aleks Jakulin

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

机器学习 · 统计学 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Multilinear Principal Component Analysis (MPCA) is an important tool for analyzing tensor data. It performs dimension reduction similar to PCA for multivariate data. However, standard MPCA is sensitive to outliers. It is highly influenced…

统计方法学 · 统计学 2026-03-18 Mehdi Hirari , Fabio Centofanti , Mia Hubert , Stefan Van Aelst

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

计算机视觉与模式识别 · 计算机科学 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

In many longitudinal studies, a large number of variables are measured repeatedly over time, with substantial missing data. Existing methods, such as probabilistic principal component analysis (PPCA), are ill-equipped to handle such…

统计方法学 · 统计学 2026-04-27 Xinyu Zhang , Ameer Qaqish , D. Y. Lin , Didong Li

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…

数据分析、统计与概率 · 物理学 2021-02-24 David Yevick

A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is…

生物物理 · 物理学 2017-04-26 Serena Bradde , William Bialek

Principal Component Analysis (PCA) is a widely used technique in exploratory data analysis, visualization, and data preprocessing, leveraging the concept of variance to identify key dimensions in datasets. In this study, we focus on the…

应用统计 · 统计学 2024-07-03 Reza Dastranj , Martin Kolar

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

Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of…

机器学习 · 统计学 2023-11-15 Arghya Datta , Sayak Chakrabarty

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

机器学习 · 计算机科学 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…

统计方法学 · 统计学 2021-09-13 Shiqing Yu , Mathias Drton , Ali Shojaie

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

机器学习 · 统计学 2023-11-14 Javier Salazar Cavazos , Jeffrey A. Fessler , Laura Balzano

Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

天体物理学 · 物理学 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

In compositional data analysis an observation is a vector containing non-negative values, only the relative sizes of which are considered to be of interest. Without loss of generality, a compositional vector can be taken to be a vector of…

统计方法学 · 统计学 2015-06-18 Michail Tsagris , Simon Preston , Andrew T. A. Wood

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

机器学习 · 计算机科学 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

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…

统计理论 · 数学 2016-03-10 Alberto Ohashi , Alexandre B Simas

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)…