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Dimension reduction is a common strategy in multivariate data analysis which seeks a subspace which contains all interesting features needed for the subsequent analysis. Non-Gaussian component analysis attempts for this purpose to divide…

Methodology · Statistics 2020-09-01 Una Radojicic , Klaus Nordhausen

Causal discovery witnessed significant progress over the past decades. In particular, many recent causal discovery methods make use of independent, non-Gaussian noise to achieve identifiability of the causal models. Existence of hidden…

Machine Learning · Statistics 2019-09-06 Chenwei Ding , Mingming Gong , Kun Zhang , Dacheng Tao

Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

Astrophysics · Physics 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

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

Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including third and…

Statistics Theory · Mathematics 2020-06-22 Una Radojicic , Klaus Nordhausen , Hannu Oja

It is well known that the dependence structure for jointly Gaussian variables can be fully captured using correlations, and that the conditional dependence structure in the same way can be described using partial correlations. The partial…

Methodology · Statistics 2019-09-24 Håkon Otneim , Dag Tjøstheim

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the…

Methodology · Statistics 2020-10-15 Yipeng Song , Johan A. Westerhuis , Age K. Smilde

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

Machine Learning · Computer Science 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

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

We revise the problem of extracting one independent component from an instantaneous linear mixture of signals. The mixing matrix is parameterized by two vectors, one column of the mixing matrix and one row of the de-mixing matrix. The…

Signal Processing · Electrical Eng. & Systems 2019-01-30 Zbyněk Koldovský , Petr Tichavský

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

Principal Component Analysis (PCA)-based techniques can separate data into different uncorrelated components and facilitate the statistical analysis as a pre-processing step. Independent Component Analysis (ICA) can separate statistically…

Instrumentation and Methods for Astrophysics · Physics 2023-01-03 Güray Hatipoğlu

Decentralized learning enables a group of collaborative agents to learn models using a distributed dataset without the need for a central parameter server. Recently, decentralized learning algorithms have demonstrated state-of-the-art…

Machine Learning · Computer Science 2021-06-30 Yasaman Esfandiari , Sin Yong Tan , Zhanhong Jiang , Aditya Balu , Ethan Herron , Chinmay Hegde , Soumik Sarkar

The Independent Component Analysis (ICA) algorithm is implemented as a neural network for separating signals of different origin in astrophysical sky maps. Due to its self-organizing capability, it works without prior assumptions on the…

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

Independent component analysis is intended to recover the mutually independent components from their linear mixtures. This technique has been widely used in many fields, such as data analysis, signal processing, and machine learning. To…

Machine Learning · Statistics 2022-07-13 Yunpeng Li , ZhaoHui Ye