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Principal component analysis (PCA) is one of the most popular dimension reduction methods. The usual PCA is known to be sensitive to the presence of outliers, and thus many robust PCA methods have been developed. Among them, the Tyler's…

Methodology · Statistics 2023-01-11 Hung Hung , Su-Yun Huang , Shinto Eguchi

This study presents the m-arcsinh Kernel ('m-ar-K') Fast Independent Component Analysis ('FastICA') method ('m-ar-K-FastICA') for feature extraction. The kernel trick has enabled dimensionality reduction techniques to capture a higher…

Machine Learning · Computer Science 2021-08-19 Luca Parisi

Independent Component Analysis (ICA) is a computational technique for revealing latent factors that underlie sets of measurements or signals. It has become a standard technique in functional neuroimaging. In functional neuroimaging, so…

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory…

Machine Learning · Statistics 2026-05-12 Eser Ilke Genc , Samet Demir , Zafer Dogan

The Improved Partial Area-Analytical Calculation (IPA-AC) method represents a leading meshfree discretization strategy for peridynamic models, distinguished by its rigorous geometric treatment of boundary intersections via dual corrections…

Numerical Analysis · Mathematics 2026-03-20 Xiuzhu Yang , Xiaobo Yin

Latent component identification from unknown nonlinear mixtures is a foundational challenge in machine learning, with applications in tasks such as disentangled representation learning and causal inference. Prior work in nonlinear…

Machine Learning · Computer Science 2025-10-22 Hoang-Son Nguyen , Xiao Fu

The goal of this paper is to extend independent subspace analysis (ISA) to the case of (i) nonparametric, not strictly stationary source dynamics and (ii) unknown source component dimensions. We make use of functional autoregressive (fAR)…

Methodology · Statistics 2012-01-04 Zoltan Szabo

Independent Component Analysis (ICA) is a popular model for blind signal separation. The ICA model assumes that a number of independent source signals are linearly mixed to form the observed signals. We propose a new algorithm, PEGI (for…

Machine Learning · Computer Science 2015-10-02 James Voss , Mikhail Belkin , Luis Rademacher

Spatial Independent Component Analysis (ICA) is an increasingly used data-driven method to analyze functional Magnetic Resonance Imaging (fMRI) data. To date, it has been used to extract meaningful patterns without prior information.…

Computer Vision and Pattern Recognition · Computer Science 2009-11-25 Gaël Varoquaux , Sepideh Sadaghiani , Jean Baptiste Poline , Bertrand Thirion

Independent Component Analysis (ICA) is an algorithm originally developed for finding separate sources in a mixed signal, such as a recording of multiple people in the same room speaking at the same time. Unlike Principal Component Analysis…

Computation and Language · Computer Science 2024-09-05 Tomáš Musil , David Mareček

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…

Machine Learning · Statistics 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen

Independent component analysis (ICA) has been used in many applications, including self-interference cancellation for in-band full-duplex wireless systems and anomaly detection in industrial internet of things. This paper presents a…

Signal Processing · Electrical Eng. & Systems 2022-05-03 Hsi-Hung Lu , Chung-An Shen , Mohammed E. Fouda , Ahmed M. Eltawil

For multivariate regularly random vectors of dimension $d$, the dependence structure of the extremes is modeled by the so-called angular measure. When the dimension $d$ is high, estimating the angular measure is challenging because of its…

Methodology · Statistics 2025-05-29 Lucas Butsch , Vicky Fasen-Hartmann

Independent component analysis (ICA) is now a widely used solution for the analysis of multi-subject functional magnetic resonance imaging (fMRI) data. Independent vector analysis (IVA) generalizes ICA to multiple datasets, i.e., to…

Signal Processing · Electrical Eng. & Systems 2023-11-10 Trung Vu , Francisco Laport , Hanlu Yang , Vince D. Calhoun , Tulay Adali

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most popular ICA methods use kurtosis as a metric of non-Gaussianity to…

Machine Learning · Statistics 2018-02-16 P. Spurek , P. Rola , J. Tabor , A. Czechowski

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the…

Applications · Statistics 2012-03-19 Stéphanie Allassonniére , Laurent Younes

In recent years, there has been growing interest in jointly analyzing a foreground dataset, representing an experimental group, and a background dataset, representing a control group. The goal of such contrastive investigations is to…

Statistics Theory · Mathematics 2026-01-27 Kexin Wang , Aida Maraj , Anna Seigal

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh
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