Related papers: Estimating Sparse Sources from Data Mixtures using…

We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or…

Streaming principal component analysis (PCA) is an integral tool in large-scale machine learning for rapidly estimating low-dimensional subspaces from very high-dimensional data arriving at a high rate. However, modern datasets increasingly…

Multivariate count data with many zeros frequently occur in a variety of application areas such as text mining with a document-term matrix and cluster analysis with microbiome abundance data. Exponential family PCA (Collins et al., 2001) is…

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…

Blind source separation (BSS) techniques aims at joint estimation of source signals and a mixing matrix from observations of mixtures. This paper addresses a doubly nonstationary BSS problem, where the mixing matrix is time dependent and…

Multiple sets of measurements on the same objects obtained from different platforms may reflect partially complementary information of the studied system. The integrative analysis of such data sets not only provides us with the opportunity…

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…

Accurate predictions of pollutant concentrations at new locations are often of interest in air pollution studies on fine particulate matters (PM$_{2.5}$), in which data is usually not measured at all study locations. PM$_{2.5}$ is also a…

Given a time series of multicomponent measurements x(t), the usual objective of nonlinear blind source separation (BSS) is to find a "source" time series s(t), comprised of statistically independent combinations of the measured components.…

Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…

Principal Component Analysis (PCA) has been used to study the pathogenesis of diseases. To enhance the interpretability of classical PCA, various improved PCA methods have been proposed to date. Among these, a typical method is the…

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

A source separation method using a full-rank spatial covariance model has been proposed by Duong et al. ["Under-determined Reverberant Audio Source Separation Using a Full-rank Spatial Covariance Model," IEEE Trans. ASLP, vol. 18, no. 7,…

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

An important preprocessing step in most data analysis pipelines aims to extract a small set of sources that explain most of the data. Currently used algorithms for blind source separation (BSS), however, often fail to extract the desired…

It is a recurrent issue in astronomical data analysis that observations are unevenly sampled or incomplete maps with missing patches or intentionaly masked parts. In addition, many astrophysical emissions are non stationary processes over…