Related papers: Optimal whitening and decorrelation
Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…
Given two data matrices $X$ and $Y$, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors $u$ and $v$ to maximize the correlation between $Xu$ and $Yv$. However, classical and sparse CCA models consider the…
A shearing interferometer is presented which uses polarization control to shear the wavefront and to modulate the interference pattern. The shear is generated by spatial walk-off in a birefringent crystal. By adjusting the orientation of…
Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…
Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-$r$ leading principal components such that all these principal components are linear combinations of a common subset of at most $k$…
This paper describes a fast and accurate method for obtaining steerable principal components from a large dataset of images, assuming the images are well localized in space and frequency. The obtained steerable principal components are…
We define a class of "optimal" coordinate systems by requiring that the deviation from an exact Robertson-Walker metric is "as small as possible" within a given four dimensional volume. The optimization is performed by minimizing several…
Machine learning techniques work best when the data used for training resembles the data used for evaluation. This holds true for learned single-image denoising algorithms, which are applied to real raw camera sensor readings but, due to…
The wave equation for vectors and symmetric tensors in spherical coordinates is studied under the divergence-free constraint. We describe a numerical method, based on the spectral decomposition of vector/tensor components onto spherical…
Deconvolution is the most commonly used image processing method to remove the blur caused by the point-spread-function (PSF) in optical imaging systems. While this method has been successful in deblurring, it suffers from several…
Advanced MAVKA software for the approximation of extrema observations is used to analyze the variability of the brightness of pulsating and eclipsing stars, but may be useful in analyzing signals of any nature. A new algorithm using a…
This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely used statistical technique for examining the relationship between two sets of variables. We present a framework that alleviates unfairness by…
Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…
Dataset bias has attracted increasing attention recently for its detrimental effect on the generalization ability of fine-tuned models. The current mainstream solution is designing an additional shallow model to pre-identify biased…
A range of recent optimizers have emerged that approximate the same "matrix-whitening" transformation in various ways. In this work, we systematically deconstruct such optimizers, aiming to disentangle the key components that explain…
The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…
The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…
The split covariance intersection filter (split CIF) is a useful tool for general data fusion and has the potential to be applied in a variety of engineering tasks. An indispensable optimization step (referred to as w-optimization) involved…
We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…
Mechanisms of human color vision are characterized by two phenomenological aspects: the system is nonlinear and adaptive to changing environments. Conventional attempts to derive these features from statistics use separate arguments for…