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

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we for the first time propose the matrix elliptical factor…

Privacy-preserving data mining has become an important topic. People have built several multi-party-computation (MPC)-based frameworks to provide theoretically guaranteed privacy, the poor performance of real-world algorithms have always…

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Probabilistic principal component analysis (PCA) and its Bayesian variant (BPCA) are widely used for dimension reduction in machine learning and statistics. The main advantage of probabilistic PCA over the traditional formulation is…

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Objective: In some situations that exist both scalar and functional data, called mixed and hybrid data, the hybrid PCA (HPCA) was introduced. Among the regression models for the hybrid data, we can count covariate-adjusted HPCA, the…

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…

Mixtures of probabilistic principal component analysis (MPPCA) is a well-known mixture model extension of principal component analysis (PCA). Similar to PCA, MPPCA assumes the data samples in each mixture contain homoscedastic noise.…

Compositional generalization is a crucial step towards developing data-efficient intelligent machines that generalize in human-like ways. In this work, we tackle a challenging form of distribution shift, termed compositional shift, where…

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

We propose novel methods for predictive (sparse) PCA with spatially misaligned data. These methods identify principal component loading vectors that explain as much variability in the observed data as possible, while also ensuring the…