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Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…
Estimation of a speaker's direction and head orientation with binaural recordings can be a critical piece of information in many real-world applications with emerging `earable' devices, including smart headphones and AR/VR headsets.…
Our understanding of the structure of the brain and its relationships with human traits is largely determined by how we represent the structural connectome. Standard practice divides the brain into regions of interest (ROIs) and represents…
Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…
Principal component analysis (PCA) can be significantly limited when there is too few examples of the target data of interest. We propose a transfer learning approach to PCA (TL-PCA) where knowledge from a related source task is used in…
Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…
In this paper, we develop an approach to modeling high-dimensional networks with a large number of nodes arranged in a hierarchical and modular structure. We propose a novel multi-scale factor analysis (MSFA) model which partitions the…
Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…
We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…
Predictive Coding (PC) is a theoretical framework in cognitive science suggesting that the human brain processes cognition through spatiotemporal prediction of the visual world. Existing studies have developed spatiotemporal prediction…
In this work a discrete counterpart to the continuous harmonic potential field approach is suggested. The extension to the discrete case makes use of the strong relation HPF-based planning has to connectionist artificial intelligence (AI).…
We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…
Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis…
This paper addresses the problem of sound-source localization (SSL) with a robot head, which remains a challenge in real-world environments. In particular we are interested in locating speech sources, as they are of high interest for…
Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…
Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…
In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…
Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…
Hearing Aid (HA) algorithms need to be tuned ("fitted") to match the impairment of each specific patient. The lack of a fundamental HA fitting theory is a strong contributing factor to an unsatisfying sound experience for about 20% of…