Diverse applications - particularly in tumour subtyping - have demonstrated the importance of integrative clustering techniques for combining information from multiple data sources. Cluster-Of-Clusters Analysis (COCA) is one such approach that has been widely applied in the context of tumour subtyping. However, the pro…
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We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the distributions are multivariate Gaussian. COCA improves upon PCA and sparse PCA in three as…
COCA refactors training data to identify and erase unsafe concepts in LLMs.
COCA accelerates -body simulations by correcting ML errors.
We address structured covariance estimation in elliptical distributions by assuming that the covariance is a priori known to belong to a given convex set, e.g., the set of Toeplitz or banded matrices. We consider the General Method of Moments (GMM) optimization applied to robust Tyler's scatter M-estimator subject to t…
We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (low correlation) of the system are found to contribute to the overall connectivity of the network significantly more than t…
Stock prediction has always been attractive area for researchers and investors since the financial gains can be substantial. However, stock prediction can be a challenging task since stocks are influenced by a multitude of factors whose influence vary rapidly through time. This paper proposes a novel approach (Word2Vec…
Given data over variables we consider the problem of finding out whether jointly causes or whether they are all confounded by an unobserved latent variable . To do so, we take an information-theoretic approach based on Kolmogorov complexity. In a nutshell, we follow the postulate that firs…
Choosing the technique that is the best at forecasting your data, is a problem that arises in any forecasting application. Decades of research have resulted into an enormous amount of forecasting methods that stem from statistics, econometrics and machine learning (ML), which leads to a very difficult and elaborate cho…
Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal. In the probabilistic interpretation of low-rank PCA, the data has a normal multiv…