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IDEAL
2000
Springer
14 years 15 days ago
Applying Independent Component Analysis to Factor Model in Finance
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 ...
Siu-Ming Cha, Lai-Wan Chan
BMCBI
2011
13 years 16 days ago
Study of large and highly stratified population datasets by combining iterative pruning principal component analysis and STRUCTU
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 ...
Tulaya Limpiti, Apichart Intarapanich, Anunchai As...
ASPDAC
2009
ACM
164views Hardware» more  ASPDAC 2009»
14 years 3 months ago
Accounting for non-linear dependence using function driven component analysis
Majority of practical multivariate statistical analyses and optimizations model interdependence among random variables in terms of the linear correlation among them. Though linear...
Lerong Cheng, Puneet Gupta, Lei He
DATE
2008
IEEE
112views Hardware» more  DATE 2008»
14 years 3 months ago
Tool Support for Incremental Failure Mode and Effects Analysis of Component-Based Systems
Failure Mode and Effects Analysis (FMEA) is a wellknown technique widely used for safety assessment in the area of safety-critical systems. However, FMEA is traditionally done man...
Jonas Elmqvist, Simin Nadjm-Tehrani
ECML
2007
Springer
14 years 3 months ago
Principal Component Analysis for Large Scale Problems with Lots of Missing Values
Abstract. Principal component analysis (PCA) is a well-known classical data analysis technique. There are a number of algorithms for solving the problem, some scaling better than o...
Tapani Raiko, Alexander Ilin, Juha Karhunen