Related papers: Independent Low-Rank Matrix Analysis Based on Time…

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…

Signal separation and extraction are important tasks for devices recording audio signals in real environments which, aside from the desired sources, often contain several interfering sources such as background noise or concurrent speakers.…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

In this paper, we reconsider the problem of detecting a matrix-valued rank-one signal in unknown Gaussian noise, which was previously addressed for the case of sufficient training data. We relax the above assumption to the case of limited…

We propose a novel and efficient iterative two-stage variable selection approach for multivariate sparse GLARMA models, which can be used for modelling multivariate discrete-valued time series. Our approach consists in iteratively combining…

Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing…

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…

This paper expands the analysis of randomized low-rank approximation beyond the Gaussian distribution to four classes of random matrices: (1) independent sub-Gaussian entries, (2) independent sub-Gaussian columns, (3) independent bounded…

Linear Discriminant Analysis (LDA) is commonly used for dimensionality reduction in pattern recognition and statistics. It is a supervised method that aims to find the most discriminant space of reduced dimension that can be further used…

Independent component analysis (ICA) is a powerful method for blind source separation based on the assumption that sources are statistically independent. Though ICA has proven useful and has been employed in many applications, complete…

Extracting the desired speech from a mixture is a meaningful and challenging task. The end-to-end DNN-based methods, though attractive, face the problem of generalization. In this paper, we explore a sequential approach for target speech…

Researchers increasingly wish to estimate time-varying parameter (TVP) regressions which involve a large number of explanatory variables. Including prior information to mitigate over-parameterization concerns has led to many using Bayesian…

Independent component analysis (ICA) is a blind source separation method to recover source signals of interest from their mixtures. Most existing ICA procedures assume independent sampling. Second-order-statistics-based source separation…

Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…

Low-rank Multi-view Subspace Learning (LMvSL) has shown great potential in cross-view classification in recent years. Despite their empirical success, existing LMvSL based methods are incapable of well handling view discrepancy and…

We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense…

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

This paper proposes a novel approach to robust radar detection of range-spread targets embedded in Gaussian noise with unknown covariance matrix. The idea is to model the useful target echo in each range cell as the sum of a coherent signal…

Independent component analysis (ICA) has been shown to be useful in many applications. However, most ICA methods are sensitive to data contamination and outliers. In this article we introduce a general minimum U-divergence framework for…

We propose GRAM-DIFF, a Gram-matrix-guided diffusion framework for semi-blind multiple input multiple output (MIMO) channel estimation. Recent diffusion-based estimators leverage learned generative priors to improve pilot-based channel…