Related papers: Geometry-aware stationary subspace analysis
Blind source separation (BSS) is a very popular technique to analyze multichannel data. In this context, the data are modeled as the linear combination of sources to be retrieved. For that purpose, standard BSS methods all rely on some…
Supervised manifold learning methods learn data representations by preserving the geometric structure of data while enhancing the separation between data samples from different classes. In this work, we propose a theoretical study of…
Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…
Modern business and economic datasets often exhibit nonlinear, multi-scale structures that traditional linear tools under-represent. Topological Data Analysis (TDA) offers a geometric lens for uncovering robust patterns, such as connected…
We present a novel view of nonlinear manifold learning using derivative-free optimization techniques. Specifically, we propose an extension of the classical multi-dimensional scaling (MDS) method, where instead of performing gradient…
Bayesian spatial modeling provides a flexible framework for whole-brain fMRI analysis by explicitly incorporating spatial dependencies, overcoming the limitations of traditional massive univariate approaches that lead to information waste.…
It is well-known that subspace migration is stable and effective non-iterative imaging technique in inverse scattering problem. But, for a proper application, geometric features of unknown targets must be considered beforehand. Without this…
Assessing the similarity of matrices is valuable for analyzing the extent to which data sets exhibit common features in tasks such as data clustering, dimensionality reduction, pattern recognition, group comparison, and graph analysis.…
Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…
The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…
Averaging neural network weights sampled by a backbone stochastic gradient descent (SGD) is a simple yet effective approach to assist the backbone SGD in finding better optima, in terms of generalization. From a statistical perspective,…
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…
Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse fields such as finance, healthcare, ecology, and…
In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…
Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…
Dimension reduction techniques have long been an important topic in statistics, and active subspaces (AS) have received much attention this past decade in the computer experiments literature. The most common approach towards estimating the…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
We introduce a novel method for non-convex optimization, called Swarm-based Simulated Annealing (SSA), which is at the interface between the swarm-based gradient-descent (SBGD) [J. Lu et. al., ArXiv:2211.17157; E.Tadmor and A. Zenginoglu,…
We propose regularizing the empirical loss for semi-supervised learning by acting on both the input (data) space, and the weight (parameter) space. We show that the two are not equivalent, and in fact are complementary, one affecting the…
Topological data analysis (TDA) has emerged as one of the most promising techniques to reconstruct the unknown shapes of high-dimensional spaces from observed data samples. TDA, thus, yields key shape descriptors in the form of persistent…