Related papers: Semi-nonparametric singular spectrum analysis with…
Robust principal component analysis (RPCA) is a well-studied problem with the goal of decomposing a matrix into the sum of low-rank and sparse components. In this paper, we propose a nonconvex feasibility reformulation of RPCA problem and…
This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework to understand the underlying mechanism. We provide a…
Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…
The well-established practice of time series analysis involves estimating deterministic, non-stationary trend and seasonality components followed by learning the residual stochastic, stationary components. Recently, it has been shown that…
Non-parametric detrending or noise reduction methods are often employed to separate trends from noisy time series when no satisfactory models exist to fit the data. However, conventional detrending methods depend on subjective choices of…
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…
We propose a supervised principal component regression method for relating functional responses with high dimensional predictors. Unlike the conventional principal component analysis, the proposed method builds on a newly defined expected…
We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…
Conventional nonlinear subspace learning techniques (e.g., manifold learning) usually introduce some drawbacks in explainability (explicit mapping) and cost-effectiveness (linearization), generalization capability (out-of-sample), and…
The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are…
Singular Value Decomposition can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…
Static alias analysis of different type of programming languages has been drawing researcher attention. However most of the results of existing techniques for alias analysis are not precise enough compared to needs of modern compilers.…
We show that a broad class of signal acquisition schemes can be interpreted as recording data from a signal $x$ in a space $\cal U$ (typically, though not exclusively, a space of bandlimited functions) via an orthogonal projection $w =…
A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear…
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…
We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…
In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting. Both algorithms utilize the results of…
Solving large-scale systems of nonlinear equations/inequalities is a fundamental problem in computing and optimization. In this paper, we propose a generic successive projection (SP) framework for this problem. The SP sequentially projects…
In this paper, we study the problem of semi-supervised structured output prediction, which aims to learn predictors for structured outputs, such as sequences, tree nodes, vectors, etc., from a set of data points of both input-output pairs…
[Abridged] An increasing number of astronomical instruments (on Earth and space-based) provide hyperspectral images, that is three-dimensional data cubes with two spatial dimensions and one spectral dimension. The intrinsic limitation in…