Related papers: Scalable Group Level Probabilistic Sparse Factor A…
Ubiquitous linear Gaussian exploratory tools such as principle component analysis (PCA) and factor analysis (FA) remain widely used as tools for: exploratory analysis, pre-processing, data visualization and related tasks. However, due to…
Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…
Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…
This paper introduces a novel sparse latent factor modeling framework using sparse asymptotic Principal Component Analysis (APCA) to analyze the co-movements of high-dimensional panel data over time. Unlike existing methods based on sparse…
Functional Magnetic Resonance Images acquired during resting-state provide information about the functional organization of the brain through measuring correlations between brain areas. Independent components analysis is the reference…
Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…
Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…
Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared…
Context: in large-scale spatial surveys, the Point Spread Function (PSF) varies across the instrument field of view (FOV). Local measurements of the PSFs are given by the isolated stars images. Yet, these estimates may not be directly…
Functional neuroimaging can measure the brain?s response to an external stimulus. It is used to perform brain mapping: identifying from these observations the brain regions involved. This problem can be cast into a linear supervised…
In this paper, we develop an approach to modeling high-dimensional networks with a large number of nodes arranged in a hierarchical and modular structure. We propose a novel multi-scale factor analysis (MSFA) model which partitions the…
We develop Probabilistic Targeted Factor Analysis (PTFA), a likelihood-based framework for constructing latent factors that are explicitly targeted to variables of economic interest. PTFA provides a probabilistic foundation for Partial…
Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…
The Bayesian approach to feature extraction, known as factor analysis (FA), has been widely studied in machine learning to obtain a latent representation of the data. An adequate selection of the probabilities and priors of these bayesian…
In genomic analysis, biomarker discovery, image recognition, and other systems involving machine learning, input variables can often be organized into different groups by their source or semantic category. Eliminating some groups of…
Neuroimaging studies produce gigabytes of spatio-temporal data for a small number of participants and stimuli. Rarely do researchers attempt to model and examine how individual participants vary from each other -- a question that should be…
Factor analysis (FA) or principal component analysis (PCA) models the covariance matrix of the observed data as R = SS' + {\Sigma}, where SS' is the low-rank covariance matrix of the factors (aka latent variables) and {\Sigma} is the…
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…
We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent…