Principal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where the variation in the data can be described with fewer dimensions than the initial data. Many studies use the first two principal components in order to plot the data in two dimensions and to visually identify clusters of closely related data points. Principal component analysis has applications in many fields such as population genetics, microbiome studies, and atmospheric science.
In probability theory and statistics, a Gaussian process is a stochastic process, such that every finite collection of those random variables has a multivariate normal distribution, i.e. every finite linear combination of them is normally distributed. The distribution of a Gaussian process is the joint distribution of all those random variables, and as such, it is a distribution over functions with a continuous domain, e.g. time or space.
In probability and statistics, a mixture distribution is the probability distribution of a random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized. The underlying random variables may be random real numbers, or they may be random vectors, in which case the mixture distribution is a multivariate distribution.
k-means clustering is a method of vector quantization, originally from signal processing, that aims to partition n observations into k clusters in which each observation belongs to the cluster with the nearest mean, serving as a prototype of the cluster. This results in a partitioning of the data space into Voronoi cells. k-means clustering minimizes within-cluster variances, but not regular Euclidean distances, which would be the more difficult Weber problem: the mean optimizes squared errors, whereas only the geometric median minimizes Euclidean distances. For instance, better Euclidean solutions can be found using k-medians and k-medoids.
In machine learning, kernel machines are a class of algorithms for pattern analysis, whose best known member is the support-vector machine (SVM). The general task of pattern analysis is to find and study general types of relations in datasets. For many algorithms that solve these tasks, the data in raw representation have to be explicitly transformed into feature vector representations via a user-specified feature map: in contrast, kernel methods require only a user-specified kernel, i.e., a similarity function over all pairs of data points computed using Inner products. The feature map in kernel machines is infinite dimensional but only requires a finite dimensional matrix from user-input according to the Representer theorem. Kernel machines are slow to compute for datasets larger than a couple of thousand examples without parallel processing.
Local regression or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression. Its most common methods, initially developed for scatterplot smoothing, are LOESS and LOWESS, both pronounced. They are two strongly related non-parametric regression methods that combine multiple regression models in a k-nearest-neighbor-based meta-model. In some fields, LOESS is known and commonly referred to as Savitzky–Golay filter.
In mathematics, a Relevance Vector Machine (RVM) is a machine learning technique that uses Bayesian inference to obtain parsimonious solutions for regression and probabilistic classification. The RVM has an identical functional form to the support vector machine, but provides probabilistic classification.
In probability theory and statistics, the covariance function describes how much two random variables change together with varying spatial or temporal separation. For a random field or stochastic process Z(x) on a domain D, a covariance function C(x, y) gives the covariance of the values of the random field at the two locations x and y:
Active contour model, also called snakes, is a framework in computer vision introduced by Michael Kass, Andrew Witkin, and Demetri Terzopoulos for delineating an object outline from a possibly noisy 2D image. The snakes model is popular in computer vision, and snakes are widely used in applications like object tracking, shape recognition, segmentation, edge detection and stereo matching.
Quartic or biquadratic reciprocity is a collection of theorems in elementary and algebraic number theory that state conditions under which the congruence x4 ≡ p is solvable; the word "reciprocity" comes from the form of some of these theorems, in that they relate the solvability of the congruence x4 ≡ p to that of x4 ≡ q.
In machine learning, one-class classification (OCC), also known as unary classification or class-modelling, tries to identify objects of a specific class amongst all objects, by primarily learning from a training set containing only the objects of that class, although there exist variants of one-class classifiers where counter-examples are used to further refine the classification boundary. This is different from and more difficult than the traditional classification problem, which tries to distinguish between two or more classes with the training set containing objects from all the classes. Examples include the monitoring of helicopter gearboxes, motor failure prediction, or the operational status of a nuclear plant as 'normal': In this scenario, there are few, if any, examples of catastrophic system states; only the statistics of normal operation are known.
Determining the number of clusters in a data set, a quantity often labelled k as in the k-means algorithm, is a frequent problem in data clustering, and is a distinct issue from the process of actually solving the clustering problem.
In statistics, the Matérn covariance, also called the Matérn kernel, is a covariance function used in spatial statistics, geostatistics, machine learning, image analysis, and other applications of multivariate statistical analysis on metric spaces. It is named after the Swedish forestry statistician Bertil Matérn. It specifies the covariance between two measurements as a function of the distance between the points at which they are taken. Since the covariance only depends on distances between points, it is stationary. If the distance is Euclidean distance, the Matérn covariance is also isotropic.
In probability and statistics, an elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively, in the simplified two and three dimensional case, the joint distribution forms an ellipse and an ellipsoid, respectively, in iso-density plots.
A Brownian surface is a fractal surface generated via a fractal elevation function.
Energy distance is a statistical distance between probability distributions. If X and Y are independent random vectors in Rd with cumulative distribution functions (cdf) F and G respectively, then the energy distance between the distributions F and G is defined to be the square root of
A hyperbolic geometric graph (HGG) or hyperbolic geometric network (HGN) is a special type of spatial network where (1) latent coordinates of nodes are sprinkled according to a probability density function into a hyperbolic space of constant negative curvature and (2) an edge between two nodes is present if they are close according to a function of the metric. A HGG generalizes a random geometric graph (RGG) whose embedding space is Euclidean.
In statistics and machine learning, Gaussian process approximation is a computational method that accelerates inference tasks in the context of a Gaussian process model, most commonly likelihood evaluation and prediction. Like approximations of other models, they can often be expressed as additional assumptions imposed on the model, which do not correspond to any actual feature, but which retain its key properties while simplifying calculations. Many of these approximation methods can be expressed in purely linear algebraic or functional analytic terms as matrix or function approximations. Others are purely algorithmic and cannot easily be rephrased as a modification of a statistical model.
Bayesian quadrature is a numerical method for solving numerical integration problems which falls within the class of probabilistic numerical methods. Bayesian quadrature views numerical integration as a Bayesian inference task, where function evaluations are used to estimate the integral of that function. For this reason, it is sometimes also referred to as "Bayesian probabilistic numerical integration" or "Bayesian numerical integration". The name "Bayesian cubature" is also sometimes used when the integrand is multi-dimensional. A potential advantage of this approach is that it provides probabilistic uncertainty quantification for the value of the integral.
