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Related papers: Heavy-tailed Independent Component Analysis

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We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

Independent component analysis (ICA) has become a popular multivariate analysis and signal processing technique with diverse applications. This paper is targeted at discussing theoretical large sample properties of ICA unmixing matrix…

Methodology · Statistics 2012-12-18 Pauliina Ilmonen , Klaus Nordhausen , Hannu Oja , Esa Ollila

Nonlinear independent component analysis (nICA) aims at recovering statistically independent latent components that are mixed by unknown nonlinear functions. Central to nICA is the identifiability of the latent components, which had been…

Machine Learning · Computer Science 2022-06-15 Qi Lyu , Xiao Fu

Blind source separation (BSS), particularly independent component analysis (ICA), has been widely used in various fields of science such as biomedical signal processing to recover latent source signals from the observed mixture. While ICA…

Methodology · Statistics 2026-01-14 Miro Arvila , Klaus Nordhausen , Mika Sipilä , Sara Taskinen

We propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with approximation properties in Besov spaces. It is shown to…

Statistics Theory · Mathematics 2007-06-13 Pascal Barbedor

We extend two methods of independent component analysis, fourth order blind identification and joint approximate diagonalization of eigen-matrices, to vector-valued functional data. Multivariate functional data occur naturally and…

Statistics Theory · Mathematics 2020-09-04 Joni Virta , Bing Li , Klaus Nordhausen , Hannu Oja

An analysis of the protein content of several crystal forms of proteins has been performed. We apply a new numerical technique, the Independent Component Analysis (ICA), to determine the volume fraction of the asymmetric unit occupied by…

Quantitative Methods · Quantitative Biology 2008-12-02 Antonio Lamura , Massimo Ladisa , Giovanni Nico , Dritan Siliqi

Independent Component Analysis (ICA) is an important step in EEG processing for a wide-ranging set of applications. However, ICA requires well-designed studies and data collection practices to yield optimal results. Past studies have…

Signal Processing · Electrical Eng. & Systems 2025-06-13 Gwenevere Frank , Seyed Yahya Shirazi , Jason Palmer , Gert Cauwenberghs , Scott Makeig , Arnaud Delorme

Nonlinear independent component analysis (ICA) aims to uncover the true latent sources from their observable nonlinear mixtures. Despite its significance, the identifiability of nonlinear ICA is known to be impossible without additional…

Machine Learning · Computer Science 2023-11-03 Yujia Zheng , Kun Zhang

Distributed Principal Component Analysis (PCA) has been studied to deal with the case when data are stored across multiple machines and communication cost or privacy concerns prohibit the computation of PCA in a central location. However,…

Computation · Statistics 2022-05-02 Yong He , Zichen Liu , Yalin Wang

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…

Optimization and Control · Mathematics 2017-07-11 Christopher De Sa , Bryan He , Ioannis Mitliagkas , Christopher Ré , Peng Xu

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

The multidimensional knapsack problem is a well-known constrained optimization problem with many real-world engineering applications. In order to solve this NP-hard problem, a new modified Imperialist Competitive Algorithm with Constrained…

Neural and Evolutionary Computing · Computer Science 2020-03-17 Ivars Dzalbs , Tatiana Kalganova , Ian Dear

Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has also been shown to be a generalization of…

Machine Learning · Computer Science 2016-08-11 Matthew Anderson , Geng-Shen Fu , Ronald Phlypo , Tülay Adalı

The extended infomax algorithm for independent component analysis (ICA) can separate sub- and super-Gaussian signals but converges slowly as it uses stochastic gradient optimization. In this paper, an improved extended infomax algorithm is…

Methodology · Statistics 2024-04-10 Nicole Ille

Large-dimensional factor model has drawn much attention in the big-data era, in order to reduce the dimensionality and extract underlying features using a few latent common factors. Conventional methods for estimating the factor model…

Methodology · Statistics 2020-06-02 Yong He , Xinbing Kong , Long Yu , Xinsheng Zhang

This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…

Statistics Theory · Mathematics 2017-05-08 Jianqing Fan , Weichen Wang , Ziwei Zhu

In recent years, longitudinal neuroimaging study has become increasingly popular in neuroscience research to investigate disease-related changes in brain functions. In current neuroscience literature, one of the most commonly used tools to…

Methodology · Statistics 2018-08-07 Yikai Wang , Ying Guo

In many daily-life scenarios, acoustic sources recorded in an enclosure can only be observed with other interfering sources. Hence, convolutive Blind Source Separation (BSS) is a central problem in audio signal processing. Methods based on…

Audio and Speech Processing · Electrical Eng. & Systems 2023-04-12 Andreas Brendel , Thomas Haubner , Walter Kellermann