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This paper studies the decentralized optimization and learning problem where multiple interconnected agents aim to learn an optimal decision function defined over a reproducing kernel Hilbert space by jointly minimizing a global objective…

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Reduced rank regression (RRR) is a statistical method for finding a low-dimensional linear mapping between a set of high-dimensional inputs and outputs. In recent years, RRR has found numerous applications in neuroscience, in particular for…

A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix…

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever…

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Molecular dynamics simulations produce huge datasets of temporal sequences of molecules. It is of interest to summarize the shape evolution of the molecules in a succinct, low-dimensional representation. However, Euclidean techniques such…

Dimensionality reduction is a classical technique widely used for data analysis. One foundational instantiation is Principal Component Analysis (PCA), which minimizes the average reconstruction error. In this paper, we introduce the…

We introduce Adaptive Subspace PCA (AS-PCA), a framework for principal component analysis of random elements in a general separable Hilbert space. AS-PCA projects the covariance operator onto a data-adaptive finite-dimensional subspace…

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling…

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

One of the major problems in natural language processing (NLP) is the word sense disambiguation (WSD) problem. It is the task of computationally identifying the right sense of a polysemous word based on its context. Resolving the WSD…

In the context of deep learning with kernel machines, the deep Restricted Kernel Machine (DRKM) framework allows multiple levels of kernel PCA (KPCA) and Least-Squares Support Vector Machines (LSSVM) to be combined into a deep architecture…

Linear dimensionality reduction methods are commonly used to extract low-dimensional structure from high-dimensional data. However, popular methods disregard temporal structure, rendering them prone to extracting noise rather than…

By means of the linear parameter-varying (LPV) Fundamental Lemma, we derive novel data-driven predictive control (DPC) methods for LPV systems. In particular, we present output-feedback and state-feedback-based LPV-DPC methods with terminal…

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…