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The advancement in the field of data science especially in machine learning along with vast databases of variable star projects like the Optical Gravitational Lensing Experiment (OGLE) encourages researchers to analyse as well as classify…
Dimensionality reduction techniques have found great success in a wide range of fields requiring analysis of high-dimensional datasets. Time-lagged independent components analysis (TICA), which finds independent components (TICs) with…
Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…
One approach to analyzing the dynamics of a physical system is to search for long-lived patterns in its motions. This approach has been particularly successful for molecular dynamics data, where slowly decorrelating patterns can indicate…
Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…
Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characteristic function and are implemented both in the i.i.d.…
There is a gap between the theoretical foundations of disentanglement and the practice of modern representation learning. Existing theoretical frameworks, particularly Independent Component Analysis (ICA) and its nonlinear variants, assume…
We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links…
Independent Component Analysis (ICA) is intended to recover the mutually independent sources from their linear mixtures, and F astICA is one of the most successful ICA algorithms. Although it seems reasonable to improve the performance of F…
Independent Component Analysis (ICA) has recently been shown to be a promising new path in data analysis and de-trending of exoplanetary time series signals. Such approaches do not require or assume any prior or auxiliary knowledge on the…
We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…
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…
This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…
Independent Component Analysis (ICA) is a popular model for blind signal separation. The ICA model assumes that a number of independent source signals are linearly mixed to form the observed signals. We propose a new algorithm, PEGI (for…
In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of $q_{m}$-exponencial, form…
A divide-and-conquer method for parameter estimation is the chunked-and-averaged (CA) estimator. CA estimators have been studied for univariate parameters under independent and identically distributed (IID) sampling. We study the CA…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…
Given a random sample from a multivariate population, estimating the number of large eigenvalues of the population covariance matrix is an important problem in Statistics with wide applications in many areas. In the context of Principal…