It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
— Orthogonal Neighborhood Preserving Projections (ONPP) is a linear dimensionality reduction technique which attempts to preserve both the intrinsic neighborhood geometry of the ...
Clustering suffers from the curse of dimensionality, and similarity functions that use all input features with equal relevance may not be effective. We introduce an algorithm that...
In many applications, a reduction of the amount of the original data or a representation of the original data by a small set of variables is often required. Among many techniques, ...
In this paper we present a fusion technique for Support Vector Machine (SVM) scores, obtained after a dimension reduction with Bilateralprojection-based Two-Dimensional Principal C...