Related papers: Functional Registration and Local Variations: Iden…
In functional data analysis (FDA), covariance function is fundamental not only as a critical quantity for understanding elementary aspects of functional data but also as an indispensable ingredient for many advanced FDA methods. This paper…
Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…
We propose an approach to learn image representations that consist of disentangled factors of variation without exploiting any manual labeling or data domain knowledge. A factor of variation corresponds to an image attribute that can be…
Linear mixture models have proven very useful in a plethora of applications, e.g., topic modeling, clustering, and source separation. As a critical aspect of the linear mixture models, identifiability of the model parameters is…
We consider a signal composed of several periods of a periodic function, of which we observe a noisy reparametrisation. The phase estimation problem consists of finding that reparametrisation, and, in particular, the number of observed…
Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…
We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…
While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…
Disentangled representations seek to recover latent factors of variation underlying observed data, yet their identifiability is still not fully understood. We introduce a unified framework in which disentanglement is achieved through…
We propose a method for incorporating variable selection into local polynomial regression. This can improve the accuracy of the regression by extending the bandwidth in directions corresponding to those variables judged to be are…
We consider the problem of identifying a pattern of faults from a set of noisy linear measurements. Unfortunately, maximum a posteriori probability estimation of the fault pattern is computationally intractable. To solve the fault…
Art technological investigations of historical panel paintings rely on acquiring multi-modal image data, including visual light photography, infrared reflectography, ultraviolet fluorescence photography, x-radiography, and macro…
Understanding the interplay between high-dimensional data from different views is essential in biomedical research, particularly in fields such as genomics, neuroimaging and biobank-scale studies involving high-dimensional features.…
In this work, we define a practical identifiability criterion, (e, q)-identifiability, based on a parameter e, reflecting the noise in observed variables, and a parameter q, reflecting the mean-square error of the parameter estimator. This…
There are often two important types of variation in functional data: the horizontal (or phase) variation and the vertical (or amplitude) variation. These two types of variation have been appropriately separated and modeled through a domain…
Fast-rate models are essential for control design, specifically to address intersample behavior. The aim of this paper is to develop a frequency-domain non-parametric identification technique to estimate fast-rate models of systems that…
Biometric recognition is used across a variety of applications from cyber security to border security. Recent research has focused on ensuring biometric performance (false negatives and false positives) is fair across demographic groups.…
This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…
Functional principal component analysis (FPCA) is a widely used technique in functional data analysis for identifying the primary sources of variation in a sample of random curves. The eigenfunctions obtained from standard FPCA typically…
In a variety of applications, including nonparametric instrumental variable (NPIV) analysis, proximal causal inference under unmeasured confounding, and missing-not-at-random data with shadow variables, we are interested in inference on a…