Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data

2015 ◽  
Author(s):  
Yacine Ait-Sahalia ◽  
Dacheng Xiu
Keyword(s):  
Principal Component Analysis ◽  
High Frequency ◽  
Factor Model ◽  
Principal Component ◽  
Component Analysis ◽  
High Frequency Data ◽  
High Dimensional ◽  
Frequency Data

scholarly journals Using principal component analysis for neural network high-dimensional potential energy surface

2020 ◽  
Vol 152 (23) ◽  
pp. 234103
Author(s):  
Bastien Casier ◽  
Stéphane Carniato ◽  
Tsveta Miteva ◽  
Nathalie Capron ◽  
Nicolas Sisourat
Keyword(s):  
Neural Network ◽  
Principal Component Analysis ◽  
Potential Energy ◽  
Potential Energy Surface ◽  
Energy Surface ◽  
Principal Component ◽  
Component Analysis ◽  
High Dimensional

High-Dimensional Data Dimension Reduction Based on KECA

2013 ◽  
Vol 303-306 ◽  
pp. 1101-1104 ◽  
Author(s):  
Yong De Hu ◽  
Jing Chang Pan ◽  
Xin Tan
Keyword(s):  
Principal Component Analysis ◽  
Dimension Reduction ◽  
High Dimensional Data ◽  
Principal Component ◽  
Good Method ◽  
Component Analysis ◽  
Renyi Entropy ◽  
Rényi Entropy ◽  
Kernel Principal Component Analysis ◽  
High Dimensional

Kernel entropy component analysis (KECA) reveals the original data’s structure by kernel matrix. This structure is related to the Renyi entropy of the data. KECA maintains the invariance of the original data’s structure by keeping the data’s Renyi entropy unchanged. This paper described the original data by several components on the purpose of dimension reduction. Then the KECA was applied in celestial spectra reduction and was compared with Principal Component Analysis (PCA) and Kernel Principal Component Analysis (KPCA) by experiments. Experimental results show that the KECA is a good method in high-dimensional data reduction.

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