Related papers: Non-Gaussian Component Analysis via Lattice Basis …
Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most popular ICA methods use kurtosis as a metric of non-Gaussianity to…
We develop a Non-Crossing Approximation (NCA) for the effective cluster problem of the recently developed Dynamical Cluster Approximation (DCA). The DCA technique includes short-ranged correlations by mapping the lattice problem onto a…
Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most of existing methods are based on the minimization of the function of…
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…
Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…
Independent Component Analysis (ICA) aims to recover independent latent variables from observed mixtures thereof. Causal Representation Learning (CRL) aims instead to infer causally related (thus often statistically dependent) latent…
Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…
Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…
Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…
Independent component analysis (ICA) is a fundamental statistical tool used to reveal hidden generative processes from observed data. However, traditional ICA approaches struggle with the rotational invariance inherent in Gaussian…
Low density lattice codes (LDLC) are a family of lattice codes that can be decoded efficiently using a message-passing algorithm. In the original LDLC decoder, the message exchanged between variable nodes and check nodes are continuous…
In this paper, we investigate the convergence performance of a cooperative diffusion Gauss-Newton (GN) method, which is widely used to solve the nonlinear least squares problems (NLLS) due to the low computation cost compared with Newton's…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…
Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…
Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…
In independent component analysis it is assumed that the observed random variables are linear combinations of latent, mutually independent random variables called the independent components. Our model further assumes that only the…
Robust Principal Component Analysis (RPCA) is a widely used method for recovering low-rank structure from data matrices corrupted by significant and sparse outliers. These corruptions may arise from occlusions, malicious tampering, or other…
Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep…
The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…
Stochastic algorithms are well-known for their performance in the era of big data. In convex optimization, stochastic algorithms have been studied in depth and breadth. However, the current body of research on stochastic algorithms for…