We consider feature extraction (dimensionality reduction) for compositional data, where the data vectors are constrained to be positive and constant-sum. In real-world problems, t...
We present a method for simultaneous dimension reduction and metastability analysis of high dimensional time series. The approach is based on the combination of hidden Markov model...
Illia Horenko, Johannes Schmidt-Ehrenberg, Christo...
— Over the last century, Component Analysis (CA) methods such as Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA), Canonical Correlation Analysis (CCA), Lap...
Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent ...
Background: The ever increasing sizes of population genetic datasets pose great challenges for population structure analysis. The Tracy-Widom (TW) statistical test is widely used ...