Related papers: WISDoM: characterizing neurological timeseries wit…
Efficient schemes for sampling from the eigenvalues of the Wishart distribution have recently been described for both the uncorrelated central case (where the covariance matrix is $\mathbf{I}$) and the spiked Wishart with a single spike…
We are interested in the distribution of Wishart samples after forgetting their scaling factors. We call such a distribution a projective Wishart distribution. We show that projective Wishart distributions have strong links with the…
Distribution shift poses a significant challenge in machine learning, particularly in biomedical applications using data collected across different subjects, institutions, and recording devices, such as sleep data. While existing…
This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…
The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…
Analysis of structural and functional connectivity (FC) of human brains is of pivotal importance for diagnosis of cognitive ability. The Human Connectome Project (HCP) provides an excellent source of neural data across different regions of…
Diffusion models are increasingly being utilised to create synthetic tabular and time series data for privacy-preserving augmentation. Tabular Denoising Diffusion Probabilistic Models (TabDDPM) generate high-quality synthetic data from…
Linear Discriminant Analysis (LDA) on Electronic Health Records (EHR) data is widely-used for early detection of diseases. Classical LDA for EHR data classification, however, suffers from two handicaps: the ill-posed estimation of LDA…
This paper focuses on the non-asymptotic concentration of the heteroskedastic Wishart-type matrices. Suppose $Z$ is a $p_1$-by-$p_2$ random matrix and $Z_{ij} \sim N(0,\sigma_{ij}^2)$ independently, we prove the expected spectral norm of…
We develop a nonparametric two-sample test for distributions supported on the cone of symmetric positive definite matrices. The procedure relies on the Wishart kernel density estimator (KDE) introduced by Belzile et al. (2025), whose…
Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of…
In medicine, curated image datasets often employ discrete labels to describe what is known to be a continuous spectrum of healthy to pathological conditions, such as e.g. the Alzheimer's Disease Continuum or other areas where the image…
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this…
Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines…
Weakly Supervised Anomaly detection (WSAD) in brain MRI scans is an important challenge useful to obtain quick and accurate detection of brain anomalies when precise pixel-level anomaly annotations are unavailable and only weak labels…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
Autism Spectrum Disorder is a condition characterized by a typical brain development leading to impairments in social skills, communication abilities, repetitive behaviors, and sensory processing. There have been many studies combining…