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In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues,…

Dynamical Systems · Mathematics 2019-02-26 Stefan Klus , Feliks Nüske , Péter Koltai , Hao Wu , Ioannis Kevrekidis , Christof Schütte , Frank Noé

Discovering dominant patterns and exploring dynamic behaviors especially critical state transitions and tipping points in high-dimensional time-series data are challenging tasks in study of real-world complex systems, which demand…

Machine Learning · Statistics 2025-01-23 Pei Chen , Yaofang Suo , Rui Liu , Luonan Chen

Polymer dynamics is analyzed through the lens of linear dimensionality reduction methods, in particular principal (PCA) and time-lagged independent component analysis (tICA). For a polymer undergoing ideal Rouse dynamics, the slow modes…

Soft Condensed Matter · Physics 2025-08-12 Phillip Bement , Joerg Rottler

Characterizing macromolecular kinetics from molecular dynamics (MD) simulations requires a distance metric that can distinguish slowly-interconverting states. Here we build upon diffusion map theory and define a kinetic distance for…

Computational Physics · Physics 2015-06-23 Frank Noe , Cecilia Clementi

In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality…

Statistics Theory · Mathematics 2023-04-03 Arnab Auddy , Ming Yuan

Independent component analysis (ICA) has often been used as a tool to model natural image statistics by separating multivariate signals in the image into components that are assumed to be independent. However, these estimated components…

Computer Vision and Pattern Recognition · Computer Science 2019-01-25 Zhimin Chen , Darius Parvin , Maedbh King , Susan Hao

Useful chemical processes often involve a desired steady state probability distribution, equilibrium or not, from which product is extracted. Given many different ways to attain the same steady state, which candidate "loses" the least in…

Statistical Mechanics · Physics 2025-07-30 Brendan Lucas , Google Gemini 2. 5 Pro Preview 05-06

We analyze the dynamics of an online algorithm for independent component analysis in the high-dimensional scaling limit. As the ambient dimension tends to infinity, and with proper time scaling, we show that the time-varying joint empirical…

Machine Learning · Computer Science 2017-11-08 Chuang Wang , Yue M. Lu

To interpret molecular dynamics simulations of biomolecular systems, systematic dimensionality reduction methods are commonly employed. Among others, this includes principal component analysis (PCA) and time-lagged independent component…

Biomolecules · Quantitative Biology 2022-07-20 Georg Diez , Daniel Nagel , Gerhard Stock

Independent Component Analysis (ICA) is a dimensionality reduction technique that can boost efficiency of machine learning models that deal with probability density functions, e.g. Bayesian neural networks. Algorithms that implement…

Machine Learning · Computer Science 2017-07-10 Mahdi Nazemi , Shahin Nazarian , Massoud Pedram

Independent component analysis (ICA) is a widely used method in various applications of signal processing and feature extraction. It extends principal component analysis (PCA) and can extract important and complicated components with small…

Machine Learning · Computer Science 2025-09-17 Yoshitatsu Matsuda , Kazunori Yamaguch

Independent component analysis is commonly applied to functional magnetic resonance imaging (fMRI) data to extract independent components (ICs) representing functional brain networks. While ICA produces reliable group-level estimates,…

Methodology · Statistics 2020-06-05 Amanda F. Mejia , David Bolin , Yu Ryan Yue , Jiongran Wang , Brian S. Caffo , Mary Beth Nebel

In this paper we derive a new framework for independent component analysis (ICA), called measure-transformed ICA (MTICA), that is based on applying a structured transform to the probability distribution of the observation vector, i.e.,…

Methodology · Statistics 2013-12-10 Koby Todros , Alfred O. Hero

Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory…

Machine Learning · Statistics 2026-05-12 Eser Ilke Genc , Samet Demir , Zafer Dogan

Independent Component Analysis (ICA) is a fundamental unsupervised learning technique foruncovering latent structure in data by separating mixed signals into their independent sources. While substantial progress has been made in…

Machine Learning · Computer Science 2026-04-13 Yuwen Jiang

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

Much of our mechanistic understanding of the functions of biological macromolecules is based on static structural experiments, which can be modelled either as single structures or conformational ensembles. While these provide us with…

Biomolecules · Quantitative Biology 2025-10-02 Daria Gusew , Carl G. Henning Hansen , Kresten Lindorff-Larsen

Although approaches to Independent Component Analysis (ICA) based on characteristic function seem theoretically elegant, they may suffer from implementational challenges because of numerical integration steps or selection of tuning…

Methodology · Statistics 2025-11-07 Vincent Starck

Independent component analysis (ICA) is a powerful tool for decomposing a multivariate signal or distribution into fully independent sources, not just uncorrelated ones. Unfortunately, most approaches to ICA are not robust against outliers.…

Computation · Statistics 2025-05-15 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw , Tom Van Deuren , Tim Verdonck

In recent years, there has been growing interest in jointly analyzing a foreground dataset, representing an experimental group, and a background dataset, representing a control group. The goal of such contrastive investigations is to…

Statistics Theory · Mathematics 2026-01-27 Kexin Wang , Aida Maraj , Anna Seigal
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