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Building upon the Chatterjee correlation (2021: J. Am. Stat. Assoc. 116, p2009) for two real-valued variables, this study introduces a generalized measure of directed association between two vector variables, real or complex-valued, and of…

Methodology · Statistics 2024-06-26 Roberto D. Pascual-Marqui , Kieko Kochi , Toshihiko Kinoshita

Causal disentanglement seeks a representation of data involving latent variables that relate to one another via a causal model. A representation is identifiable if both the latent model and the transformation from latent to observed…

Machine Learning · Statistics 2023-06-13 Chandler Squires , Anna Seigal , Salil Bhate , Caroline Uhler

Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent…

Numerical Analysis · Mathematics 2012-11-12 Martin Benning , Martin Burger

We extend two methods of independent component analysis, fourth order blind identification and joint approximate diagonalization of eigen-matrices, to vector-valued functional data. Multivariate functional data occur naturally and…

Statistics Theory · Mathematics 2020-09-04 Joni Virta , Bing Li , Klaus Nordhausen , Hannu Oja

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

We decompose the evidence lower bound to show the existence of a term measuring the total correlation between latent variables. We use this to motivate our $\beta$-TCVAE (Total Correlation Variational Autoencoder), a refinement of the…

Machine Learning · Computer Science 2019-04-24 Ricky T. Q. Chen , Xuechen Li , Roger Grosse , David Duvenaud

This paper is motivated by modeling the cycle-to-cycle variability associated with the resistive switching operation behind memristors. As the data are by nature curves, functional principal component analysis is a suitable candidate to…

Statistics Theory · Mathematics 2024-11-20 C. Acal , A. M. Aguilera , F. J. Alonso , J. E. Ruiz-Castro , J. B. Roldán

Whitening, or sphering, is a common preprocessing step in statistical analysis to transform random variables to orthogonality. However, due to rotational freedom there are infinitely many possible whitening procedures. Consequently, there…

Methodology · Statistics 2018-11-15 Agnan Kessy , Alex Lewin , Korbinian Strimmer

The Lasso is a prominent algorithm for variable selection. However, its instability in the presence of correlated variables in the high-dimensional setting is well-documented. Although previous research has attempted to address this issue…

Methodology · Statistics 2025-05-28 Mahdi Nouraie , Connor Smith , Samuel Muller

Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. As a special case, principal loading analysis discards variables that are not correlated…

Statistics Theory · Mathematics 2022-03-22 J. O. Bauer , B. Drabant

We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…

Methodology · Statistics 2009-08-06 Xioahong Chen , Lars Peter Hansen , Jose Scheinkman

It was found that the vector meson pair from the pseudoscalar decays can form an entangled state. In this work we give out detailed explanations on the polarization correlation of the two entangled vector mesons. It is demonstrated that an…

High Energy Physics - Phenomenology · Physics 2010-05-25 Junli Li , Cong-Feng Qiao

Vector couplings in the Duffin-Kemmer-Petiau theory are revised. It is shown that minimal and nonminimal vector potentials behave differently under charge-conjugation and time-reversal transformations. In particular, it is shown that…

High Energy Physics - Theory · Physics 2010-01-21 T. R. Cardoso , L. B. Castro , A. S. de Castro

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

Latent traversal is a popular approach to visualize the disentangled latent representations. Given a bunch of variations in a single unit of the latent representation, it is expected that there is a change in a single factor of variation of…

Computer Vision and Pattern Recognition · Computer Science 2020-07-28 Xinqi Zhu , Chang Xu , Dacheng Tao

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…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…

Methodology · Statistics 2023-08-24 Yinrui Sun , Li Ma , Yin Xia

Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent…

Methodology · Statistics 2014-07-10 Gabor J. Szekely , Maria L. Rizzo

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao

Recently there has been a significant interest in learning disentangled representations, as they promise increased interpretability, generalization to unseen scenarios and faster learning on downstream tasks. In this paper, we investigate…

Machine Learning · Computer Science 2019-10-30 Francesco Locatello , Gabriele Abbati , Tom Rainforth , Stefan Bauer , Bernhard Schölkopf , Olivier Bachem