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In this paper we combine the non-linear filtering capabilities of particle filters with the transdimensional inference of the reversible-jump Markov chain Monte Carlo method for a data assimilation methodology over dynamic problems with…

Geophysics · Physics 2026-03-27 Márk Somogyvári , Sebastian Reich

We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data…

Machine Learning · Computer Science 2019-10-22 Chao Gao , Dan Garber , Nathan Srebro , Jialei Wang , Weiran Wang

Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov Chain Monte Carlo (rjMCMC), it is possible to vary this…

Geophysics · Physics 2019-09-02 Márk Somogyvári , Sebastian Reich

We propose a multiple imputation method to deal with incomplete categorical data. This method imputes the missing entries using the principal components method dedicated to categorical data: multiple correspondence analysis (MCA). The…

Methodology · Statistics 2015-06-01 Vincent Audigier , François Husson , Julie Josse

Cross-validation is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…

Methodology · Statistics 2019-09-27 Stefan Wager

The pose problem is one of the bottlenecks in automatic face recognition. We argue that one of the diffculties in this problem is the severe misalignment in face images or feature vectors with different poses. In this paper, we propose that…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Annan Li , Shiguang Shan , Xilin Chen , Bingpeng Ma , Shuicheng Yan , Wen Gao

This paper addresses the problem of correlation estimation in sets of compressed images. We consider a framework where images are represented under the form of linear measurements due to low complexity sensing or security requirements. We…

Computer Vision and Pattern Recognition · Computer Science 2011-12-20 Vijayaraghavan Thirumalai , Pascal Frossard

Linear discriminant analysis (LDA) is a well-known method for multiclass classification and dimensionality reduction. However, in general, ordinary LDA does not achieve high prediction accuracy when observations in some classes are…

Methodology · Statistics 2021-07-07 Kei Hirose , Kanta Miura , Atori Koie

Combining the predictions of multiple trained models through ensembling is generally a good way to improve accuracy by leveraging the different learned features of the models, however it comes with high computational and storage costs.…

Machine Learning · Computer Science 2024-07-09 Stefan Horoi , Albert Manuel Orozco Camacho , Eugene Belilovsky , Guy Wolf

We present Deep Tensor Canonical Correlation Analysis (DTCCA), a method to learn complex nonlinear transformations of multiple views (more than two) of data such that the resulting representations are linearly correlated in high order. The…

Machine Learning · Computer Science 2020-05-26 Hok Shing Wong , Li Wang , Raymond Chan , Tieyong Zeng

We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and…

Machine Learning · Statistics 2017-11-09 Maithra Raghu , Justin Gilmer , Jason Yosinski , Jascha Sohl-Dickstein

Similarity metrics such as representational similarity analysis (RSA) and centered kernel alignment (CKA) have been used to compare layer-wise representations between neural networks. However, these metrics are confounded by the population…

Machine Learning · Statistics 2022-02-02 Tianyu Cui , Yogesh Kumar , Pekka Marttinen , Samuel Kaski

The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance structure. A two-step approach is used. First, the case of the…

Statistics Theory · Mathematics 2013-06-03 François Bachoc

Recent advances in statistical theory, together with advances in the computational power of computers, provide alternative methods to do mass-univariate hypothesis testing in which a large number of univariate tests, can be properly used to…

Machine Learning · Statistics 2014-06-27 Seyed Mostafa Kia

Canonical Correlation Analysis (CCA) has been widely applied to jointly embed multiple views of data in a maximally correlated latent space. However, the alignment between various data perspectives, which is required by traditional…

Machine Learning · Computer Science 2023-12-11 Biqian Cheng , Evangelos E. Papalexakis , Jia Chen

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose

Model merging offers a scalable alternative to multi-task learning but often yields suboptimal performance on classification tasks. We attribute this degradation to a geometric misalignment between the merged encoder and static…

Machine Learning · Computer Science 2026-02-03 Fanshuang Kong , Richong Zhang , Zhijie Nie , Hang Zhou , Ziqiao Wang , Qiang Sun , Chunming Hu

We discuss a weighted estimation of correlation and covariance matrices from historical financial data. To this end, we introduce a weighting scheme that accounts for similarity of previous market conditions to the present one. The…

Statistical Finance · Quantitative Finance 2010-07-01 Michael C. Münnix , Rudi Schäfer , Oliver Grothe

Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional datasets originated from genomics, imaging and other fields.…

Methodology · Statistics 2016-04-05 Chao Gao , Zongming Ma , Harrison H. Zhou

Multiple sequence alignment (MSA) data play a crucial role in the study of protein mutations, with contact prediction being a notable application. Existing methods are often model-based or algorithmic and typically do not incorporate…

Methodology · Statistics 2026-01-23 Fan Yang , Zhao Ren , Wen Zhou , Kejue Jia , Robert Jernigan
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