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Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density…
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 paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…
Multi-View Representation Learning (MVRL) aims to derive a unified representation from multi-view data by leveraging shared and complementary information across views. However, when views are irregularly missing, the incomplete data can…
In this work, we explore Partitioned Independent Component Analysis (PICA), an extension of the well-established Independent Component Analysis (ICA) framework. Traditionally, ICA focuses on extracting a vector of independent source signals…
In this paper, we propose a new online independent vector analysis (IVA) algorithm for real-time blind source separation (BSS). In many BSS algorithms, the iterative projection (IP) has been used for updating the demixing matrix, a…
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…
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 ability to express a learning task in terms of a primal and a dual optimization problem lies at the core of a plethora of machine learning methods. For example, Support Vector Machine (SVM), Least-Squares Support Vector Machine…
In latent variable models the parameter estimation can be implemented by using the joint or the marginal likelihood, based on independence or conditional independence assumptions. The same dilemma occurs within the Bayesian framework with…
Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…
In the independent component model, the multivariate data is assumed to be a mixture of mutually independent latent components, and in independent component analysis (ICA) the aim is to estimate these latent components. In this paper we…
Nonlinear independent component analysis (ICA) aims to recover the underlying independent latent sources from their observable nonlinear mixtures. How to make the nonlinear ICA model identifiable up to certain trivial indeterminacies is a…
Independent component analysis (ICA), as an approach to the blind source-separation (BSS) problem, has become the de-facto standard in many medical imaging settings. Despite successes and a large ongoing research effort, the limitation of…
Enhancing node-level Out-Of-Distribution (OOD) generalization on graphs remains a crucial area of research. In this paper, we develop a Structural Causal Model (SCM) to theoretically dissect the performance of two prominent invariant…
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…
The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…
We consider the distributed source coding system of $L$ correlated Gaussian sources $Y_i,i=1,2,...,L$ which are noisy observations of correlated Gaussian remote sources $X_k, k=1,2,...,K$. We assume that $Y^{L}={}^{\rm t}(Y_1,Y_2,$ $...,…
Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a variant wherein the gradient of the distribution is used…
Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…