Parameterized complexity of PCA

We discuss some recent progress in the study of Principal Component Analysis (PCA) from the perspective of Parameterized Complexity.publishedVersio

A parameterized approach to modeling and forecasting mortality

A new method is proposed of constructing mortality forecasts. This parameterized approach utilizes Generalized Linear Models (GLMs), based on heteroscedastic Poisson (non-additive) error structures, and using an orthonormal polynomial design matrix. Principal Component (PC) analysis is then applied to the cross-sectional fitted parameters. The produced model can be viewed either as a one-factor parameterized model where the time series are the fitted parameters, or as a principal component model, namely a log-bilinear hierarchical statistical association model of Goodman [Goodman, L.A., 1991. Measures, models, and graphical displays in the analysis of cross-classified data. J. Amer. Statist. Assoc. 86(416), 1085–1111] or equivalently as a generalized Lee–Carter model with p interaction terms. Mortality forecasts are obtained by applying dynamic linear regression models to the PCs. Two applications are presented: Sweden (1751–2006) and Greece (1957–2006)

A dynamic parameterization modeling for age-period-cohort mortality

An extended version of Hatzopoulos and Haberman (2009) dynamic parametric model is proposed for analyzing mortality structures, incorporating the cohort effect. A one-factor parameterized exponential polynomial in age effects within the generalized linear models (GLM) framework is used. Sparse principal component analysis (SPCA) is then applied to time-dependent GLM parameter estimates and provides (marginal) estimates for a two-factor principal component (PC) approach structure. Modeling the two-factor residuals in the same way, in age-cohort effects, provides estimates for the (conditional) three-factor age–period–cohort model. The age-time and cohort related components are extrapolated using dynamic linear regression (DLR) models. An application is presented for England & Wales males (1841–2006)

Modeling trends in cohort survival probabilities

A new dynamic parametric model is proposed for analyzing the cohort survival function. A one-factor parameterized polynomial in age effects, complementary log-log link and multinomial cohort responses are utilized, within the generalized linear models (GLM) framework. Sparse Principal component analysis (SPCA) is then applied to cohort dependent parameter estimates and provides (marginal) estimates for a two-factor structure. Modeling the two-factor residuals in a similar way, in age-time effects, provides estimates for the three-factor age-cohort-period model. An application is presented for Sweden, Norway, England & Wales and Denmark mortality experience

A filter-independent model identification technique for turbulent combustion modeling

ManuscriptIn this paper, we address a method to reduce the number of species equations that must be solved via application of Principal Component Analysis (PCA). This technique provides a robust methodology to reduce the number of species equations by identifying correlations in state-space and defining new variables that are linear combinations of the original variables. We show that applying this technique in the context of Large Eddy Simulation allows for a mapping between the reduced variables and the full set of variables that is insensitive to the size of filter used. This is notable since it provides a model to map state variables to progress variables that is a closed model. As a linear transformation, PCA allows us to derive transport equations for the principal components, which have source terms. These source terms must be parameterized by the reduced set of principal components themselves. We present results from a priori studies to show the strengths and weaknesses of such a modeling approach. Results suggest that the PCA-based model can identify manifolds that exist in state space which are insensitive to filtering, suggesting that the model is directly applicable for use in Large Eddy Simulation. However, the resulting source terms are not parameterized with an accuracy as high as the state variables

Prescriptive PCA: Dimensionality Reduction for Two-stage Stochastic Optimization

In this paper, we consider the alignment between an upstream dimensionality reduction task of learning a low-dimensional representation of a set of high-dimensional data and a downstream optimization task of solving a stochastic program parameterized by said representation. In this case, standard dimensionality reduction methods (e.g., principal component analysis) may not perform well, as they aim to maximize the amount of information retained in the representation and do not generally reflect the importance of such information in the downstream optimization problem. To address this problem, we develop a prescriptive dimensionality reduction framework that aims to minimize the degree of suboptimality in the optimization phase. For the case where the downstream stochastic optimization problem has an expected value objective, we show that prescriptive dimensionality reduction can be performed via solving a distributionally-robust optimization problem, which admits a semidefinite programming relaxation. Computational experiments based on a warehouse transshipment problem and a vehicle repositioning problem show that our approach significantly outperforms principal component analysis with real and synthetic data sets

Spatio-temporal Modelling of Remote-sensing Lake Surface Water Temperature Data

Remote-sensing technology is widely used in environmental monitoring. The coverage and resolution of satellite based data provide scientists with great opportunities to study and understand environmental change. However, the large volume and the missing observations in the remote-sensing data present challenges to statistical analysis. This paper investigates two approaches to the spatio-temporal modelling of remote-sensing lake surface water temperature data. Both methods use the state space framework, but with different parameterizations to reflect different aspects of the problem. The appropriateness of the methods for identifying spatial/temporal patterns in the data is discussed