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
InfoDPCCA: Information-Theoretic Dynamic Probabilistic Canonical Correlation Analysis
Shiqin Tang, Shujian Yu
Extracting meaningful latent representations from high-dimensional sequential data is a crucial challenge in machine learning, with applications spanning natural science and engine…
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…