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We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…

计量经济学 · 经济学 2026-02-13 Matteo Barigozzi

Model-independent analysis (MIA) methods are generally useful for analysing complex systems in which relationships between the observables are non-trivial and noise is present. Principle Component Analysis (PCA) is one of MIA methods…

加速器物理 · 物理学 2015-06-17 Y. I. Kim , S. T. Boogert , Y. Honda , A. Lyapin , H. Park , N. Terunuma , T. Tauchi , J. Urakawa

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on…

机器学习 · 计算机科学 2014-04-07 Jonathon Shlens

Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…

With the advent of very large redshift surveys of tens to hundreds of thousands of galaxies reliable techniques for automatically determining galaxy redshifts are becoming increasingly important. The most common technique currently in…

天体物理学 · 物理学 2011-03-10 Karl Glazebrook , Alison R. Offer , Kathryn Deeley

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

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

机器学习 · 统计学 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

Principal Component Analysis (PCA) is applied to a variety of blazars to examine X-ray spectral variability. Data from nine different objects are analysed in two ways: long-term, which examines variability trends across years or decades,…

高能天体物理现象 · 物理学 2018-08-08 Dennis Gallant , Luigi C. Gallo , Michael L. Parker

Different techniques, used to optimise on-line principal component analysis, are investigated by methods of statistical mechanics. These include local and global optimisation of node-dependent learning-rates which are shown to be very…

无序系统与神经网络 · 物理学 2009-10-31 E Schloesser , D Saad , M Biehl

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

机器学习 · 计算机科学 2023-01-25 Arpita Gang , Waheed U. Bajwa

Understanding and predicting the electric consumption patterns in the short-, mid- and long-term, at the distribution and transmission level, is a fundamental asset for smart grids infrastructure planning, dynamic network reconfiguration,…

系统与控制 · 电气工程与系统科学 2020-02-27 Davide Beretta , Samuele Grillo , Davide Pigoli , Enea Bionda , Claudio Bossi , Carlo Tornelli

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

人工智能 · 计算机科学 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

Principal Component Analysis (PCA) is being extensively used in Astronomy but not yet exhaustively exploited for variability search. The aim of this work is to investigate the effectiveness of using the PCA as a method to search for…

天体物理仪器与方法 · 物理学 2018-04-04 M. I. Moretti , D. Hatzidimitriou , A. Karampelas , K. V. Sokolovsky , A. Z. Bonanos , P. Gavras , M. Yang

We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…

统计方法学 · 统计学 2019-10-09 Giovanni Maria Merola

Principal component analysis and factor analysis are fundamental multivariate analysis methods. In this paper a unified framework to connect them is introduced. Under a general latent variable model, we present matrix optimization problems…

统计方法学 · 统计学 2024-05-31 Shifeng Xiong

This is a detailed tutorial paper which explains the Principal Component Analysis (PCA), Supervised PCA (SPCA), kernel PCA, and kernel SPCA. We start with projection, PCA with eigen-decomposition, PCA with one and multiple projection…

机器学习 · 统计学 2022-08-03 Benyamin Ghojogh , Mark Crowley

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

信息论 · 计算机科学 2014-06-19 Andrea Montanari , Emile Richard

This paper investigates the utility of Principal Component Analysis (PCA) for multi-label classification of multispectral images using ResNet50 and DINOv2, acknowledging the high dimensionality of such data and the associated processing…

计算机视觉与模式识别 · 计算机科学 2025-09-03 Filip Karpowicz , Wiktor Kępiński , Bartosz Staszyński , Grzegorz Sarwas

We propose to directly compute classification estimates by learning features encoded with their class scores using PCA. Our resulting model has a encoder-decoder structure suitable for supervised learning, it is computationally efficient…

机器学习 · 计算机科学 2022-10-27 Rozenn Dahyot

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

统计方法学 · 统计学 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman