dimension reduction

Anomaly detection of Wastewater Treatment Plant

Classification of the operational states of a wastewater treatment plant through clustering (hierarchical, partitioning, model-based, and modal clustering), hidden Markov models, and dimension reduction methods.

Image processing of Raphael’s Artwork

Non-negative matrix factorization for optimal compression of the painting _Madonna del Cardellino_ through a low-rank approximation of the pixel intensities matrix.

Penalized estimation of factor models

Codes and tools to estimate penalized factor models through approximations of convex (e.g., lasso, adaptive lasso) and non-convex (e.g., scad, mcp) penalties.

Sparsity & Psychometrics

Assessment of students’ psychological abilities through a properly estimated penalized multiple-group factor analysis model.