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Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

The FastICA algorithm is one of the most popular iterative algorithms in the domain of linear independent component analysis. Despite its success, it is observed that FastICA occasionally yields outcomes that do not correspond to any true…

Machine Learning · Statistics 2014-08-29 Tianwen Wei

We consider the problem of recovering a common latent source with independent components from multiple views. This applies to settings in which a variable is measured with multiple experimental modalities, and where the goal is to…

Machine Learning · Statistics 2019-08-02 Luigi Gresele , Paul K. Rubenstein , Arash Mehrjou , Francesco Locatello , Bernhard Schölkopf

This study presents the m-arcsinh Kernel ('m-ar-K') Fast Independent Component Analysis ('FastICA') method ('m-ar-K-FastICA') for feature extraction. The kernel trick has enabled dimensionality reduction techniques to capture a higher…

Machine Learning · Computer Science 2021-08-19 Luca Parisi

Causal discovery based on Independent Component Analysis (ICA) has achieved remarkable success through the LiNGAM framework, which exploits non-Gaussianity and independence of noise variables to identify causal order. However, classical…

Information Theory · Computer Science 2026-01-26 Joe Suzuki

Non-Gaussian component analysis (NGCA) is an unsupervised linear dimension reduction method that extracts low-dimensional non-Gaussian "signals" from high-dimensional data contaminated with Gaussian noise. NGCA can be regarded as a…

Machine Learning · Statistics 2017-05-25 Hiroaki Shiino , Hiroaki Sasaki , Gang Niu , Masashi Sugiyama

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Timbwaoga Aime Judicael Ouermi , Jixian Li , Chris R. Johnson

Recently, there has been a trend to combine independent component analysis and canonical polyadic decomposition (ICA-CPD) for an enhanced robustness for the computation of CPD, and ICA-CPD could be further converted into CPD of a 5th-order…

Machine Learning · Statistics 2016-12-30 Xiao-Feng Gong , Cheng-Yuan Wang , Ya-Na Hao , Qiu-Hua Lin

We apply belief propagation to a Bayesian bipartite graph composed of discrete independent hidden variables and discrete visible variables. The network is the Discrete counterpart of Independent Component Analysis (DICA) and it is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Francesco A. N. Palmieri , Amedeo Buonanno

Here we propose FastFCA-AS, an accelerated algorithm for Full-rank spatial Covariance Analysis (FCA), which is a robust audio source separation method proposed by Duong et al. ["Under-determined reverberant audio source separation using a…

Sound · Computer Science 2018-05-25 Nobutaka Ito , Tomohiro Nakatani

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Word embeddings represent words as multidimensional real vectors, facilitating data analysis and processing, but are often challenging to interpret. Independent Component Analysis (ICA) creates clearer semantic axes by identifying…

Computation and Language · Computer Science 2024-06-19 Rongzhi Li , Takeru Matsuda , Hitomi Yanaka

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…

Machine Learning · Statistics 2026-05-15 Francesco Montagna

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…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

We propose Cooperative Component Analysis (CoCA), a new method for unsupervised multi-view analysis: it identifies the component that simultaneously captures significant within-view variance and exhibits strong cross-view correlation. The…

Methodology · Statistics 2024-07-25 Daisy Yi Ding , Alden Green , Min Woo Sun , Robert Tibshirani

We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional Gaussian vector time series (discrete-time process) from a finite-length observation. By contrast to existing approaches, we do not rely on a…

Machine Learning · Statistics 2015-10-28 Alexander Jung

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the…

Canonical Correlation Analysis (CCA) is a multivariate technique that takes two datasets and forms the most highly correlated possible pairs of linear combinations between them. Each subsequent pair of linear combinations is orthogonal to…

Methodology · Statistics 2015-12-22 Jacob Coleman , Joseph Replogle , Gabriel Chandler , Johanna Hardin

Iterative learning control (ILC) is a control strategy for repetitive tasks wherein information from previous runs is leveraged to improve future performance. Optimization-based ILC (OB-ILC) is a powerful design framework for constrained…

Systems and Control · Electrical Eng. & Systems 2022-05-27 Dominic Liao-McPherson , Efe C. Balta , Alisa Rupenyan , John Lygeros
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