Related papers: Geometry-aware stationary subspace analysis
Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data…
Despite progress in the rapidly developing field of geometric deep learning, performing statistical analysis on geometric data--where each observation is a shape such as a curve, graph, or surface--remains challenging due to the…
We introduce an iterative method to solve problems in small-strain non-linear elasticity, termed ``Phase-Space Iterations'' (PSIs). The method is inspired by recent work in data-driven computational mechanics, which reformulated the classic…
The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…
The common spatial pattern (CSP) approach is known as one of the most popular spatial filtering techniques for EEG classification in motor imagery (MI) based brain-computer interfaces (BCIs). However, it still suffers some drawbacks such as…
We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…
We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…
Subspace methods like canonical variate analysis (CVA) are regression based methods for the estimation of linear dynamic state space models. They have been shown to deliver accurate (consistent and asymptotically equivalent to quasi maximum…
The computationally-efficient solution of fully non-linear microwave inverse scattering problems (ISPs) is addressed. An innovative System-by-Design (SbD) based method is proposed to enable, for the first time to the best of the authors…
Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…
Effective analysis in neuroscience benefits significantly from robust conceptual frameworks. Traditional metrics of interbrain synchrony in social neuroscience typically depend on fixed, correlation-based approaches, restricting their…
Most linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices, see e.g. Ye and Weiss (2003), Tyler et al. (2009), Bura and Yang (2011), Liski et al. (2014) and Luo and Li…
Stochastic algorithms, especially stochastic gradient descent (SGD), have proven to be the go-to methods in data science and machine learning. In recent years, the stochastic proximal point algorithm (SPPA) emerged, and it was shown to be…
The development of neuromorphic hardware and modeling of biological neural networks requires algorithms with local learning rules. Artificial neural networks using local learning rules to perform principal subspace analysis (PSA) and…
The electroencephalography (EEG) signal is a non-stationary, stochastic, and highly non-linear bioelectric signal for which achieving high classification accuracy is challenging, especially when the number of subjects is limited. As…
Bayesian nonparametric space partition (BNSP) models provide a variety of strategies for partitioning a $D$-dimensional space into a set of blocks. In this way, the data points lie in the same block would share certain kinds of homogeneity.…
Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…
Multi-task learning is a widely used technique for harnessing information from various tasks. Recently, the sparse orthogonal factor regression (SOFAR) framework, based on the sparse singular value decomposition (SVD) within the coefficient…
Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…