English
Related papers

Related papers: Multivariate Singular Spectrum Analysis by Robust …

200 papers

In this paper, the authors evaluate the performance of a spatial multiresolution analysis (SMA) method that behaves like a variable bandwidth kernel density estimation (KDE) method, for hazardous road segments identification (HRSI) and…

Applications · Statistics 2020-03-16 Samer Katicha , John Khoury , Gerardo Flintsch

This study explores the classification error of Mixture Discriminant Analysis (MDA) in scenarios where the number of mixture components exceeds those present in the actual data distribution, a condition known as overspecification. We use a…

Machine Learning · Statistics 2025-11-03 Arman Bolatov , Alan Legg , Igor Melnykov , Amantay Nurlanuly , Maxat Tezekbayev , Zhenisbek Assylbekov

Many real-world applications involve multivariate, geo-tagged time series data: at each location, multiple sensors record corresponding measurements. For example, air quality monitoring system records PM2.5, CO, etc. The resulting…

Machine Learning · Computer Science 2019-08-06 Jiawei Ma , Zheng Shou , Alireza Zareian , Hassan Mansour , Anthony Vetro , Shih-Fu Chang

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool…

Methodology · Statistics 2023-04-18 Shuichi Kawano , Toshikazu Fukushima , Junichi Nakagawa , Mamoru Oshiki

Multivariate time series (MTS) data collected from multiple sensors provide the potential for accurate abnormal activity detection in smart healthcare scenarios. However, anomalies exhibit diverse patterns and become unnoticeable in MTS…

Machine Learning · Computer Science 2023-09-13 Mengjia Niu , Yuchen Zhao , Hamed Haddadi

Multiple speckle diffusing wave spectroscopy (MSDWS) can be applied to measure spatially heterogeneous mechanical behavior in soft solids, with high sensitivity to deformation and both spatial and temporal resolution. In this paper, we…

Soft Condensed Matter · Physics 2022-11-23 Jianzhu Ju , Luca Cipelletti , Stephan Zoellner , Tetsuharu Narita , Costantino Creton

Irregularly sampled multivariate time series (ISMTS) are prevalent in reality. Most existing methods treat ISMTS as synchronized regularly sampled time series with missing values, neglecting that the irregularities are primarily attributed…

Machine Learning · Computer Science 2024-12-03 Jiexi Liu , Meng Cao , Songcan Chen

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…

Symbolic regression (SR) aims to discover explicit mathematical expressions that explain observed data and is widely used in domains where interpretability is essential. Because interpretability requires expressions to reflect meaningful…

Neural and Evolutionary Computing · Computer Science 2026-05-18 Koki Ikeda , Masahiro Nomura , Ryoki Hamano

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

Intelligent reflecting surface (IRS) is a new and disruptive technology to achieve spectrum- and energy-efficient as well as cost-efficient wireless networks. This paper considers an IRS-assisted downlink non-orthogonal-multiple-access…

Information Theory · Computer Science 2020-01-01 Gang Yang , Xinyue Xu , Ying-Chang Liang

We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…

Machine Learning · Statistics 2018-07-05 Sarah Elizabeth Romanes , John Thomas Ormerod , Jean YH Yang

Variable screening methods have been shown to be effective in dimension reduction under the ultra-high dimensional setting. Most existing screening methods are designed to rank the predictors according to their individual contributions to…

Methodology · Statistics 2022-02-08 Ye Tian , Yang Feng

Modern data analysis across diverse disciplines increasingly relies on time series. Many of these datasets exhibit cyclostationarity, where patterns approximately repeat in a regular manner, often across multiple time scales, such as daily,…

Multichannel blind source separation (MBSS), which focuses on separating signals of interest from mixed observations, has been extensively studied in acoustic and speech processing. Existing MBSS algorithms, such as independent low-rank…

Sound · Computer Science 2025-04-08 Jianyu Wang , Shanzheng Guan , Zhengqiao Zhao , Nicolas Dobigeon , Jingdong Chen

Unsupervised representation learning, particularly sequential disentanglement, aims to separate static and dynamic factors of variation in data without relying on labels. This remains a challenging problem, as existing approaches based on…

Machine Learning · Computer Science 2025-10-08 Hedi Zisling , Ilan Naiman , Nimrod Berman , Supasorn Suwajanakorn , Omri Azencot

State-space models (SSMs) provide a flexible framework for modelling time series data, but their reliance on Gaussian error assumptions makes them highly sensitive to outliers. We propose a robust estimation method, ROAMS, that mitigates…

Methodology · Statistics 2025-11-20 Rajan Shankar , Ines Wilms , Jakob Raymaekers , Garth Tarr

In recent years, the usage of ensemble learning in applications has grown significantly due to increasing computational power allowing the training of large ensembles in reasonable time frames. Many applications, e.g., malware detection,…

Machine Learning · Computer Science 2021-11-18 Peter Domanski , Dirk Pflüger , Jochen Rivoir , Raphaël Latty