Globally sparse probabilistic pca

PA Mattei, C Bouveyron… - Artificial Intelligence and …, 2016 - proceedings.mlr.press
sparse components with the same sparsity pattern. To this end, using Roweis’ probabilistic
interpretation of PCA … of the marginal likelihood of a Bayesian PCA model. In order to avoid …

Bayesian variable selection for globally sparse probabilistic PCA

C Bouveyron, P Latouche, PA Mattei - 2018 - projecteuclid.org
… To this end, using Roweis’ probabilistic interpretation of PCA … the marginal likelihood
of a Bayesian PCA model. Moreover, in … this approach globally sparse probabilistic PCA (GSPPCA). …

Scalable probabilistic PCA for large-scale genetic variation data

A Agrawal, AM Chiu, M Le, E Halperin… - PLoS …, 2020 - journals.plos.org
… While PCA treats the PCs and the PC scores as fixed parameters, probabilistic PCA imposes
a prior on the PC … We queried the Global Biobank Engine for associations from our loci. The …

Sparse probabilistic principal component analysis model for plant-wide process monitoring

J Zeng, K Liu, W Huang, J Liang - Korean Journal of Chemical …, 2017 - Springer
… Inspired by the sparse Bayesian Learning [16] and Bayesian … formulation of sparse PCA,
namely sparse probabilistic PCA (… a sparse probabilistic method and decomposed the global

Probabilistic PCA in High Dimensions: Stochastic Dimensionality Reduction on Sparse Multivariate Assets' Bars at High-Risk Regimes

AN Atwa, A Sedky, M Kholief - … Dimensionality Reduction on Sparse … - papers.ssrn.com
… We investigate the application of Probabilistic Principal Component Analysis (PPCA) to
manage high-dimensional sparse data in the stock market's equity domain, specifically using …

Sparse and functional principal components analysis

GI Allen, M Weylandt - 2019 IEEE Data Science Workshop …, 2019 - ieeexplore.ieee.org
… We propose a unified approach to regularized PCA which can induce both sparsity and …
literature, with sparse, functional, two-way sparse, and two-way functional PCA all being special …

Consistent estimation for pca and sparse regression with oblivious outliers

T d'Orsi, CH Liu, R Nasser, G Novikov… - Advances in …, 2021 - proceedings.neurips.cc
… two problems: sparse regression and principal component analysis (PCA). For sparse
regression, we … In the context of PCA, we attain optimal error guarantees under broad spikiness …

On general adaptive sparse principal component analysis

C Leng, H Wang - Journal of Computational and Graphical …, 2009 - Taylor & Francis
… scheme as the global BIC method. Although the asymptotic properties of the global BIC and
… the local BIC method typically performs better than the global BIC method (see Example 3 in …

Sparse principal component analysis with preserved sparsity pattern

AK Seghouane, N Shokouhi… - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
… on probabilistic interpretations for sparse PCA [38], [39], a globally sparse probabilistic PCA
… a diagonal variable selection matrix to the probabilistic PCA formulation, as used in (1). The …

Feature selection and damage identification for urban railway track using Bayesian globally sparse principal component analysis

Q Li, Y Huang, J Chen, X Liu, X Meng, C Lin - Sustainability, 2023 - mdpi.com
… In this paper, a Bayesian approach for globally sparse probabilistic principal component
analysis (PCA) is presented for unsupervised feature selection and damage identification using …