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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.…

天体物理仪器与方法 · 物理学 2014-12-16 Ludovic Delchambre

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

统计方法学 · 统计学 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

概率论 · 数学 2024-12-17 T. Bloom , D. Dauvergne , N. Levenberg

The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

最优化与控制 · 数学 2015-11-26 Dan Garber , Elad Hazan

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

统计方法学 · 统计学 2025-08-22 Zhongyuan Lyu , Ming Yuan

Searching for departures from general relativity (GR) in more than one post-Newtonian (PN) phasing coefficients, called a \emph{multi-parameter test}, is known to be ineffective given the sensitivity of the present generation of…

广义相对论与量子宇宙学 · 物理学 2022-05-11 Muhammed Saleem , Sayantani Datta , K. G. Arun , B. S. Sathyaprakash

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

统计理论 · 数学 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Given a polynomial map f on the Euclidean n-space and a vector q, the polynomial complementarity problem, PCP(f,q), is the nonlinear complementarity problem of finding a nonnegative vector x such that y=f(x)+q is nonnegative and orthogonal…

最优化与控制 · 数学 2016-09-20 M. Seetharama Gowda

We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight…

经典分析与常微分方程 · 数学 2011-02-09 Jorge Borrego , Mirta Castro , Antonio J. Durán

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

统计方法学 · 统计学 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

机器学习 · 计算机科学 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

统计方法学 · 统计学 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

统计方法学 · 统计学 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

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…

历史与综述 · 数学 2016-04-19 Stephen Pankavich , Rebecca Swanson

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

计算物理 · 物理学 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

Orthogonal polynomials of degree $n$ with respect to the weight function $W_\mu(x) = (1-\|x\|^2)^\mu$ on the unit ball in $\RR^d$ are known to satisfy the partial differential equation $$ [ \Delta - \la x, \nabla \ra^2 - (2 \mu +d) \la x,…

经典分析与常微分方程 · 数学 2007-12-20 Miguel Pinar , Yuan Xu

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…

机器学习 · 统计学 2022-09-20 Yuefeng Han , Cun-Hui Zhang

Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…

天体物理学 · 物理学 2007-05-23 Paul J. Francis , Beverley J. Wills

Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…

机器学习 · 计算机科学 2019-11-19 Samuele Battaglino , Erdem Koyuncu

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

统计方法学 · 统计学 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang
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