Related papers: Sparse Gaussian ICA
We develop a new modeling framework for Inter-Subject Analysis (ISA). The goal of ISA is to explore the dependency structure between different subjects with the intra-subject dependency as nuisance. It has important applications in…
Independent component analysis (ICA) aims at decomposing an observed random vector into statistically independent variables. Deflation-based implementations, such as the popular one-unit FastICA algorithm and its variants, extract the…
Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…
Recent advances in nonlinear Independent Component Analysis (ICA) provide a principled framework for unsupervised feature learning and disentanglement. The central idea in such works is that the latent components are assumed to be…
Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability…
Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…
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…
This work presents sparse invariant coordinate selection, SICS, a new method for sparse and robust independent component analysis. SICS is based on classical invariant coordinate selection, which is presented in such a form that a…
We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
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…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…
We deal with a model where a set of observations is obtained by a linear superposition of unknown components called sources. The problem consists in recovering the sources without knowing the linear transform. We extend the well-known…
Independent component analysis (ICA) has been used in many applications, including self-interference cancellation for in-band full-duplex wireless systems and anomaly detection in industrial internet of things. This paper presents a…
Independent Component Analysis (ICA) uses a measure of non-Gaussianity to identify latent sources from data and estimate their mixing coefficients (Shimizu et al., 2006). Meanwhile, higher-order Orthogonal Machine Learning (OML) exploits…
Sparse non-Gaussian component analysis (SNGCA) is an unsupervised method of extracting a linear structure from a high dimensional data based on estimating a low-dimensional non-Gaussian data component. In this paper we discuss a new…
We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden…
Latent variable discovery is a central problem in data analysis with a broad range of applications in applied science. In this work, we consider data given as an invertible mixture of two statistically independent components and assume that…
Here, a separation theorem about Independent Subspace Analysis (ISA), a generalization of Independent Component Analysis (ICA) is proven. According to the theorem, ISA estimation can be executed in two steps under certain conditions. In the…