Related papers: Blind source separation for non-stationary random …
Propensity score matching is a common tool for adjusting for observed confounding in observational studies, but is known to have limitations in the presence of unmeasured confounding. In many settings, researchers are confronted with…
Spatial precision is often measured using the standard deviation (SD) of the eye position signal or the RMS of the sample-to-sample differences (StoS) signal during fixation. As both measures emerge from statistical theory applied to…
Modeling non Gaussian and non stationary signals and images has always been one of the most important part of signal and image processing methods. In this paper, first we propose a few new models, all based on using hidden variables for…
Sparse Blind Source Separation (BSS) has become a well established tool for a wide range of applications - for instance, in astrophysics and remote sensing. Classical sparse BSS methods, such as the Proximal Alternating Linearized…
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…
Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…
A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…
The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…
We call a multidimensional distribution to be decomposable with respect to a partition of two sets of coordinates if the original distribution is the product of the marginal distributions associated with these two sets. We focus on the…
Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for…
Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…
Objective: Identifying the activity of motor neurons (MNs) non-invasively is possible by decomposing signals from muscles, e.g., surface electromyography (EMG) or ultrasound. The theoretical background of MN identification is convolutive…
The vast amount of unlabeled multi-temporal and multi-sensor remote sensing data acquired by the many Earth Observation satellites present a challenge for change detection. Recently, many generative model-based methods have been proposed…
Bayesian multidimensional scaling (BMDS) is a probabilistic dimension reduction tool that allows one to model and visualize data consisting of dissimilarities between pairs of objects. Although BMDS has proven useful within, e.g., Bayesian…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
Networked sensing, where the goal is to perform complex inference using a large number of inexpensive and decentralized sensors, has become an increasingly attractive research topic due to its applications in wireless sensor networks and…
Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…
In this paper we propose a new criterion for the Blind Source Separation (BSS) of antisparse bounded sources, based on the sum of the $\ell_\infty$-norm of the sources. Based on the observation that the mixing process of bounded sources…
Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is considered. The separability of these series components by…