3 papers
stat.ML2025
A PLS-Integrated LASSO Method with Application in Index Tracking
Shiqin Tang, Yining Dong, S. Joe Qin
In traditional multivariate data analysis, dimension reduction and regression have been treated as distinct endeavors. Established techniques such as principal component regression…
cs.LG2025
Deep Dynamic Probabilistic Canonical Correlation Analysis
Shiqin Tang, Shujian Yu, Yining Dong +1
This paper presents Deep Dynamic Probabilistic Canonical Correlation Analysis (D2PCCA), a model that integrates deep learning with probabilistic modeling to analyze nonlinear dynam…
math.OC2023
Probabilistic Reduced-Dimensional Vector Autoregressive Modeling for Dynamics Prediction and Reconstruction with Oblique Projections
Yanfang Mo, Jiaxin Yu, S. Joe Qin
In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model with oblique projections. This model partitions the measurement space into a dyn…