Related papers: Independent Low-Rank Matrix Analysis Based on Time…
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian…
This paper introduces a phase-aware probabilistic model for audio source separation. Classical source models in the short-term Fourier transform domain use circularly-symmetric Gaussian or Poisson random variables. This is equivalent to…
Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…
Pre-trained diffusion models have been successfully used as priors in a variety of linear inverse problems, where the goal is to reconstruct a signal from noisy linear measurements. However, existing approaches require knowledge of the…
In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…
We propose a frequency domain method based on robust independent component analysis (RICA) to address the multichannel Blind Source Separation (BSS) problem of convolutive speech mixtures in highly reverberant environments. We impose…
Statistical significance testing of neural coherence is essential for distinguishing genuine cross-signal coupling from spurious correlations. A widely accepted approach uses surrogate-based inference, where null distributions are generated…
Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…
We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…
We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…
The extended infomax algorithm for independent component analysis (ICA) can separate sub- and super-Gaussian signals but converges slowly as it uses stochastic gradient optimization. In this paper, an improved extended infomax algorithm is…
We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…
Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources…
Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…
In this paper, we introduce new Stein identities for gamma target distribution as well as a new non-linear channel specifically designed for gamma inputs. From these two ingredients, we derive an explicit and simple formula for the…
A novel extension of Independent Component and Independent Vector Analysis for blind extraction/separation of one or several sources from time-varying mixtures is proposed. The mixtures are assumed to be separable source-by-source in series…
The large volume and complexity of medical imaging datasets are bottlenecks for storage, transmission, and processing. To tackle these challenges, the application of low-rank matrix approximation (LRMA) and its derivative, local LRMA…
This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
We propose fast independent vector extraction (FIVE), a new algorithm that blindly extracts a single non-Gaussian source from a Gaussian background. The algorithm iteratively computes beamforming weights maximizing the…