相关论文: Robust Parameter Estimation for the Lee-Carter Fam…

Factor models have been widely used in economics and finance. However, the heavy-tailed nature of macroeconomic and financial data is often neglected in the existing literature. To address this issue and achieve robustness, we propose an…

Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parameter estimation in functional logistic regression are…

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the outlier model where each column of the data matrix is either an inlier or an outlier.…

This paper introduces a neural network approach for fitting the Lee-Carter and the Poisson Lee-Carter model on multiple populations. We develop some neural networks that replicate the structure of the individual LC models and allow their…

The missing data problem pervasively exists in statistical applications. Even as simple as the count data in mortality projections, it may not be available for certain age-and-year groups due to the budget limitations or difficulties in…

Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…

The probabilistic principal component analysis (PPCA) is built upon a global linear mapping, with which it is insufficient to model complex data variation. This paper proposes a mixture of bilateral-projection probabilistic principal…

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

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…

Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

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…

This work proposes a causal and recursive algorithm for solving the "robust" principal components' analysis (PCA) problem. We primarily focus on robustness to correlated outliers. In recent work, we proposed a new way to look at this…

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

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…

Principal Component Analysis (PCA) is one of the most important unsupervised methods to handle high-dimensional data. However, due to the high computational complexity of its eigen decomposition solution, it hard to apply PCA to the…