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Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Principal Component Analysis (PCA) has been used to study the pathogenesis of diseases. To enhance the interpretability of classical PCA, various improved PCA methods have been proposed to date. Among these, a typical method is the…

We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients…

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…

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…

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…

Timbre allows us to distinguish between sounds even when they share the same pitch and loudness, playing an important role in music, instrument recognition, and speech. Traditional approaches, such as frequency analysis or machine learning,…

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction. However, some applications involve heterogeneous data that vary in quality due to noise characteristics associated with each data sample.…

Anomaly detection aims to identify data instances that deviate significantly from majority of data, which has been widely used in fraud detection, network security, and industrial quality control. Existing methods struggle with datasets…

This paper proposes a novel two-stage method for the classification of hyperspectral images. Pixel-wise classifiers, such as the classical support vector machine (SVM), consider spectral information only; therefore they would generate noisy…

The search for gravitational waves using Pulsar Timing Arrays (PTAs) is a computationally expensive complex analysis that involves source-specific noise studies. As more pulsars are added to the arrays, this stage of PTA analysis will…

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC)…

Context. Stellar activity and instrumental signals are the main limitations to the detection of Earth-like planets using the radial velocity (RV) technique. Recent studies show that the key to mitigating those perturbing effects might…

A new Bayesian software package for the analysis of pulsar timing data is presented in the form of TempoNest which allows for the robust determination of the non-linear pulsar timing solution simultaneously with a range of additional…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…