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

Functional data typically contains amplitude and phase variation. In many data situations, phase variation is treated as a nuisance effect and is removed during preprocessing, although it may contain valuable information. In this note, we…

The well-known Lee-Carter model uses a bilinear form $\log(m_{x,t})=a_x+b_xk_t$ to represent the log mortality rate and has been widely researched and developed over the past thirty years. However, there has been little attention being paid…

We present a new technique called contrastive principal component analysis (cPCA) that is designed to discover low-dimensional structure that is unique to a dataset, or enriched in one dataset relative to other data. The technique is a…

Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the…

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of…

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Compositional data arise in many real-life applications and versatile methods for properly analyzing this type of data in the regression context are needed. When parametric assumptions do not hold or are difficult to verify, non-parametric…

Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…

As tensors become widespread in modern data analysis, Tucker low-rank Principal Component Analysis (PCA) has become essential for dimensionality reduction and structural discovery in tensor datasets. Motivated by the common scenario where…

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…

Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

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…

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…