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Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms

Probabilistic linear discriminant analysis (PLDA) is commonly used in speaker verification systems to score the similarity of speaker embeddings. Recent studies improved the performance of PLDA in domain-matched conditions by diagonalizing…

Sound · Computer Science 2022-12-07 Zhiyuan Peng , Mingjie Shao , Xuanji He , Xu Li , Tan Lee , Ke Ding , Guanglu Wan

Irregular multivariate time series data is characterized by varying time intervals between consecutive observations of measured variables/signals (i.e., features) and varying sampling rates (i.e., recordings/measurement) across these…

Machine Learning · Computer Science 2024-04-26 Xingyu Chen , Xiaochen Zheng , Amina Mollaysa , Manuel Schürch , Ahmed Allam , Michael Krauthammer

Linear discriminant analysis (LDA) based classifiers tend to falter in many practical settings where the training data size is smaller than, or comparable to, the number of features. As a remedy, different regularized LDA (RLDA) methods…

Machine Learning · Computer Science 2021-03-30 Alam Zaib , Tarig Ballal , Shahid Khattak , Tareq Y. Al-Naffouri

We consider a data matrix $X:=C_N^{1/2}ZR_M^{1/2}$ from a multivariate stationary process with a separable covariance function, where $C_N$ is a $N\times N$ positive semi-definite matrix, $Z$ a $N\times M$ random matrix of uncorrelated…

Probability · Mathematics 2023-08-11 Peng Tian , Jianfeng Yao

Motivated by applications in single-cell biology and metagenomics, we investigate the problem of matrix reordering based on a noisy disordered monotone Toeplitz matrix model. We establish the fundamental statistical limit for this problem…

Statistics Theory · Mathematics 2023-08-15 T. Tony Cai , Rong Ma

Numerous recent works utilize bi-Lipschitz regularization of neural network layers to preserve relative distances between data instances in the feature spaces of each layer. This distance sensitivity with respect to the data aids in tasks…

Machine Learning · Statistics 2022-03-17 Jeffrey Willette , Hae Beom Lee , Juho Lee , Sung Ju Hwang

Time series anomaly detection is critical for maintaining the reliability of mission-critical systems. While Transformer-based models like PatchTST have shown remarkable performance, their $\mathcal{O}(L^2)$ computational complexity…

Machine Learning · Computer Science 2026-05-28 Tae-Gyun Lee , Junyoung Park , Kyu Won Han

While the Transformer architecture dominates many fields, its quadratic self-attention complexity hinders its use in large-scale applications. Linear attention offers an efficient alternative, but its direct application often degrades…

Computer Vision and Pattern Recognition · Computer Science 2026-01-15 Kewei Zhang , Ye Huang , Yufan Deng , Jincheng Yu , Junsong Chen , Huan Ling , Enze Xie , Daquan Zhou

In this paper, we address the problem of direction finding using coprime array, which is one of the most preferred sparse array configurations. Motivated by the fact that non-uniform element spacing hinders full utilization of the…

Signal Processing · Electrical Eng. & Systems 2022-07-12 Shengheng Liu , Zihuan Mao , Yimin D. Zhang , Yongming Huang

Linear discriminant analysis (LDA) is an important classification tool in statistics and machine learning. This paper investigates the varying coefficient LDA model for dynamic data, with Bayes' discriminant direction being a function of…

Methodology · Statistics 2022-10-11 Yajie Bao , Yuyang Liu

Similar to most of the real world data, the ubiquitous presence of non-stationarities in the EEG signals significantly perturb the feature distribution thus deteriorating the performance of Brain Computer Interface. In this letter, a novel…

Quantitative Methods · Quantitative Biology 2019-01-23 Satyam Kumar , Tharun Kumar Reddy , Laxmidhar Behera

Riemannian geometry has been applied to Brain Computer Interface (BCI) for brain signals classification yielding promising results. Studying electroencephalographic (EEG) signals from their associated covariance matrices allows a mitigation…

Machine Learning · Computer Science 2021-02-11 Emmanuel K. Kalunga , Sylvain Chevallier , Quentin Barthelemy

Acoustic models using probabilistic linear discriminant analysis (PLDA) capture the correlations within feature vectors using subspaces which do not vastly expand the model. This allows high dimensional and correlated feature spaces to be…

Computation and Language · Computer Science 2015-06-23 Liang Lu , Steve Renals

In this paper, we propose an algorithm for downlink (DL) channel covariance matrix (CCM) estimation for frequency division duplexing (FDD) massive multiple-input multiple-output (MIMO) communication systems with base station (BS) possessing…

Machine Learning · Computer Science 2025-09-23 Melih Can Zerin , Elif Vural , Ali Özgür Yılmaz

The problems of uniform linear array (with uniform mutual coupling) calibration and Toeplitz covariance matrix estimation are re-examined for application in the receive arrays of modern High Frequency Over-the-Horizon Radars (HF OTHR).…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Yuri Abramovich , Tanit Pongsiri

We present a sublinear time algorithm for computing a near optimal low-rank approximation to any positive semidefinite (PSD) Toeplitz matrix $T\in \mathbb{R}^{d\times d}$, given noisy access to its entries. In particular, given entrywise…

Data Structures and Algorithms · Computer Science 2024-04-23 Cameron Musco , Kshiteej Sheth

Topological data analysis (TDA) approaches are becoming increasingly popular for studying the dependence patterns in multivariate time series data. In particular, various dependence patterns in brain networks may be linked to specific tasks…

Methodology · Statistics 2025-12-08 Anass El Yaagoubi Bourakna , Moo K. Chung , Hernando Ombao

Probabilistic linear discriminant analysis (PLDA) or cosine similarity have been widely used in traditional speaker verification systems as back-end techniques to measure pairwise similarities. To make better use of multiple enrollment…

Audio and Speech Processing · Electrical Eng. & Systems 2022-10-25 Chang Zeng , Xin Wang , Erica Cooper , Xiaoxiao Miao , Junichi Yamagishi

The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays…

Signal Processing · Electrical Eng. & Systems 2023-05-24 Yuri Abramovich , Tanit Pongsiri