Related papers: Multivariate Generalized Gram-Charlier Series in V…
We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive under mild convergence conditions a general series…
The convolution of a Gaussian and a Cauchy distribution, known as the Voigt distribution, is widely used in spectroscopy and provides a natural framework for modeling heavy-tailed measurement noise. We derive analytical expressions for its…
This work is based on the proposal of a deterministic randomness extractor of a random Diffie-Hellman element defined over two prime order multiplicative subgroups of a finite fields $\mathbb{F}_{p^n}$, $G_1$ and $G_2$. We show that the…
Extracting causal connections can advance interpretable AI and machine learning. Granger causality (GC) is a robust statistical method for estimating directed influences (DC) between signals. While GC has been widely applied to analysing…
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…
We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…
This article deals with the conjugate gradient method on a Riemannian manifold with interest in global convergence analysis. The existing conjugate gradient algorithms on a manifold endowed with a vector transport need the assumption that…
In practical applications, we often have to deal with high order data, such as a grayscale image and a video sequence are intrinsically 2nd-order tensor and 3rd-order tensor, respectively. For doing clustering or classification of these…
The tensor decomposition addressed in this paper may be seen as a generalisation of Singular Value Decomposition of matrices. We consider general multilinear and multihomogeneous tensors. We show how to reduce the problem to a truncated…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…
Linear systems occur throughout engineering and the sciences, most notably as differential equations. In many cases the forcing function for the system is unknown, and interest lies in using noisy observations of the system to infer the…
This paper introduces the Gaussian multi-Graphical Model, a model to construct sparse graph representations of matrix- and tensor-variate data. We generalize prior work in this area by simultaneously learning this representation across…
The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to $N \ge 2$ data matrices, and can be used to identify shared subspaces in multiple large-scale datasets with…
This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain…
We introduce Latent Vector Grammars (LVeGs), a new framework that extends latent variable grammars such that each nonterminal symbol is associated with a continuous vector space representing the set of (infinitely many) subtypes of the…
In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
Graph convolutional networks (GCNs) are a widely used method for graph representation learning. We investigate the power of GCNs, as a function of their number of layers, to distinguish between different random graph models on the basis of…