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Spectral Clustering and Kernel PCA are Learning Eigenfunctions
Bengio, Yoshua; Vincent, Pascal; Paiement, Jean-François - Centre Interuniversitaire de Recherche en Analyse des … - 2003
In this paper, we show a direct equivalence between spectral clustering and kernel PCA, and how both are special cases … data points, for methods that only provided an embedding, such as spectral clustering and Laplacian eigenmaps. The analysis …
Persistent link: https://www.econbiz.de/10005417565
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Factor Analysis and Independent Component Analysis in Presence of High Idiosyncratic Risks
Vessereau, Thierry - Centre Interuniversitaire de Recherche en Analyse des … - 2000
This paper addresses the case when stock market returns are assumed being generated through a factorial structure. High levels of idiosyncratic risk are shown to exist for most stocks on the US market, when CAPM or APT are used for the estimation of diversifiable risks. The presence of these...
Persistent link: https://www.econbiz.de/10005417582