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Numerical modeling is essential for comprehending intricate physical phenomena in different domains. To handle complexity, sensitivity analysis, particularly screening, is crucial for identifying influential input parameters. Kernel-based…

Methodology · Statistics 2024-05-17 Guerlain Lambert , Céline Helbert , Claire Lauvernet

This paper proposes a novel method of independent component analysis (ICA), which we name higher-order tensor ICA (HOT-ICA). HOT-ICA is a tensor ICA that makes effective use of the signal categories represented by the axes of a separating…

Signal Processing · Electrical Eng. & Systems 2021-05-04 Seishiro Goto , Ryo Natsuaki , Akira Hirose

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Machine Learning · Statistics 2016-10-18 Wittawat Jitkrittum , Zoltan Szabo , Arthur Gretton

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

We describe a method for unmixing mixtures of freely independent random variables in a manner analogous to the independent component analysis (ICA) based method for unmixing independent random variables from their additive mixtures. Random…

Machine Learning · Computer Science 2022-02-08 Hao Wu , Raj Rao Nadakuditi

Nonlinear independent component analysis (ICA) aims to recover the underlying independent latent sources from their observable nonlinear mixtures. How to make the nonlinear ICA model identifiable up to certain trivial indeterminacies is a…

Machine Learning · Computer Science 2024-02-27 Yujia Zheng , Ignavier Ng , Kun Zhang

We consider the framework of Independent Component Analysis (ICA) for the case where the independent sources and their linear mixtures all reside in a Galois field of prime order P. Similarities and differences from the classical ICA…

Information Theory · Computer Science 2010-07-14 Arie Yeredor

This paper presents a new efficient black-box attribution method based on Hilbert-Schmidt Independence Criterion (HSIC), a dependence measure based on Reproducing Kernel Hilbert Spaces (RKHS). HSIC measures the dependence between regions of…

Computer Vision and Pattern Recognition · Computer Science 2022-09-28 Paul Novello , Thomas Fel , David Vigouroux

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

A recently proposed mutual information based algorithm for decomposing data into least dependent components (MILCA) is applied to spectral analysis, namely to blind recovery of concentrations and pure spectra from their linear mixtures. The…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sergey A. Astakhov , Harald Stögbauer , Alexander Kraskov , Peter Grassberger

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…

Signal Processing · Electrical Eng. & Systems 2022-05-03 Hsi-Hung Lu , Chung-An Shen , Mohammed E. Fouda , Ahmed M. Eltawil

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most popular ICA methods use kurtosis as a metric of non-Gaussianity to…

Machine Learning · Statistics 2018-02-16 P. Spurek , P. Rola , J. Tabor , A. Czechowski

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

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…

Methodology · Statistics 2023-11-03 Zhaolu Liu , Robert L. Peach , Felix Laumann , Sara Vallejo Mengod , Mauricio Barahona

We consider shared response modeling, a multi-view learning problem where one wants to identify common components from multiple datasets or views. We introduce Shared Independent Component Analysis (ShICA) that models each view as a linear…

Machine Learning · Computer Science 2021-10-27 Hugo Richard , Pierre Ablin , Bertrand Thirion , Alexandre Gramfort , Aapo Hyvärinen

We propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with approximation properties in Besov spaces. It is shown to…

Statistics Theory · Mathematics 2007-06-13 Pascal Barbedor

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…

Machine Learning · Statistics 2020-06-23 Hermanni Hälvä , Aapo Hyvärinen

Independent Component Analysis (ICA) is an effective unsupervised tool to learn statistically independent representation. However, ICA is not only sensitive to whitening but also difficult to learn an over-complete basis. Consequently, ICA…

Computer Vision and Pattern Recognition · Computer Science 2013-04-10 Yanhui Xiao , Zhenfeng Zhu , Yao Zhao

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…

Machine Learning · Statistics 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen
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