中文
相关论文

相关论文: Characteristic functions and process identificatio…

200 篇论文

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

机器学习 · 计算机科学 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

We present a method for performing Principal Component Analysis (PCA) on noisy datasets with missing values. Estimates of the measurement error are used to weight the input data such that compared to classic PCA, the resulting eigenvectors…

天体物理仪器与方法 · 物理学 2015-06-11 Stephen Bailey

In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…

机器学习 · 统计学 2015-11-13 Hervé Cardot , David Degras

We present a novel view on principal component analysis (PCA) as a competitive game in which each approximate eigenvector is controlled by a player whose goal is to maximize their own utility function. We analyze the properties of this PCA…

机器学习 · 计算机科学 2021-03-18 Ian Gemp , Brian McWilliams , Claire Vernade , Thore Graepel

In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…

统计理论 · 数学 2025-10-23 Yaoming Zhen , Piotr Zwiernik

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

数学软件 · 计算机科学 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

应用统计 · 统计学 2025-06-25 Theodosios Papazoglou , Guosheng Yin

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

统计方法学 · 统计学 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

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…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

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…

统计方法学 · 统计学 2020-10-15 Yipeng Song , Johan A. Westerhuis , Age K. Smilde

This paper compares two neural network input selection schemes, the Principal Component Analysis (PCA) and the Automatic Relevance Determination (ARD) based on Mac-Kay's evidence framework. The PCA takes all the input data and projects it…

计算工程、金融与科学 · 计算机科学 2007-05-23 L. Mdlazi , T. Marwala , C. J. Stander , C. Scheffer , P. S. Heyns

This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning, which is a…

机器学习 · 统计学 2023-04-07 Hideaki Ishibashi , Shotaro Akaho

We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of…

数值分析 · 数学 2025-02-11 Susanna E. Rumsey , Stark C. Draper , Frank R. Kschischang

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

统计方法学 · 统计学 2021-01-22 Xiaoyu Hu , Fang Yao

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…

机器学习 · 计算机科学 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction and denoising. Therefore, it is also widely used on the data prior to training a neural network. However, this approach can complicate the explanation of…

机器学习 · 计算机科学 2025-09-30 Nhan Phan , Thu Nguyen , Uyen Dang , Pål Halvorsen , Michael A. Riegler

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

统计方法学 · 统计学 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

机器学习 · 统计学 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal

Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper…

机器学习 · 计算机科学 2012-07-19 Wray L. Buntine , Aleks Jakulin

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

统计方法学 · 统计学 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh