Related papers: On the achievability of blind source separation fo…
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…
We consider the problem of adaptive blind separation of two sources from their instantaneous mixtures. We focus on the case where the two sources are not necessarily independent. By analyzing a general form of adaptive algorithms we show…
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…
We develop a new neural network based independent component analysis (ICA) method by directly minimizing the dependence amongst all extracted components. Using the matrix-based R{\'e}nyi's $\alpha$-order entropy functional, our network can…
Unsupervised learning makes manifest the underlying structure of data without curated training and specific problem definitions. However, the inference of relationships between data points is frustrated by the `curse of dimensionality' in…
Independent Mechanism Analysis (IMA) seeks to address non-identifiability in nonlinear Independent Component Analysis (ICA) by assuming that the Jacobian of the mixing function has orthogonal columns. As typical in ICA, previous work…
The expansion of telecommunications incurs increasingly severe crosstalk and interference, and a physical layer cognitive method, called blind source separation (BSS), can effectively address these issues. BSS requires minimal prior…
Multichannel blind source separation (MBSS), which focuses on separating signals of interest from mixed observations, has been extensively studied in acoustic and speech processing. Existing MBSS algorithms, such as independent low-rank…
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…
Nonlinear principal component analysis (NLPCA) via autoencoders has attracted attention in the dynamical systems community due to its larger compression rate when compared to linear principal component analysis (PCA). These model reduction…
Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…
In recent years, several methods have been proposed for the discovery of causal structure from non-experimental data (Spirtes et al. 2000; Pearl 2000). Such methods make various assumptions on the data generating process to facilitate its…
This paper deals with a source separation strategy based on second-order statistics, namely, on data covariance matrices estimated at several lags. In general, ``blind'' approaches to source separation do not assume any knowledge on the…
Many real-world datasets contain hidden structure that cannot be detected by simple linear correlations between input features. For example, latent factors may influence the data in a coordinated way, even though their effect is invisible…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has independent components. We propose a new…
Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…
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…
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…
Independent Component Analysis (ICA) is a statistical method often used to decompose a complex dataset in its independent sub-parts. It is a powerful technique to solve a typical Blind Source Separation problem. A fast calculation of the…