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We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden…

Machine Learning · Statistics 2019-10-31 Niklas Pfister , Sebastian Weichwald , Peter Bühlmann , Bernhard Schölkopf

A tacit assumption in classical linear regression problems is the full knowledge of the existing link between the covariates and responses. In Unlinked Linear Regression (ULR) this link is either partially or completely missing. While the…

Statistics Theory · Mathematics 2025-07-22 Fadoua Balabdaoui , Martin Slawski , Jonathan Steffani

Non-linear source separation is a challenging open problem with many applications. We extend a recently proposed Adversarial Non-linear ICA (ANICA) model, and introduce Cramer-Wold ICA (CW-ICA). In contrast to ANICA we use a simple,…

Machine Learning · Computer Science 2020-11-24 Przemysław Spurek , Aleksandra Nowak , Jacek Tabor , Łukasz Maziarka , Stanisław Jastrzębski

We consider the problem of estimating a particular type of linear non-Gaussian model. Without resorting to the overcomplete Independent Component Analysis (ICA), we show that under some mild assumptions, the model is uniquely identified by…

Machine Learning · Computer Science 2021-03-29 Wei Chen , Kun Zhang , Ruichu Cai , Biwei Huang , Joseph Ramsey , Zhifeng Hao , Clark Glymour

This work is motivated by a question at the heart of unsupervised learning approaches: Assume we are collecting a number K of (subjective) opinions about some event E from K different agents. Can we infer E from them? Prima facie this seems…

Information Theory · Computer Science 2018-05-15 Janis Nötzel , Walter Swetly

Separating high-dimensional data like images into independent latent factors, i.e independent component analysis (ICA), remains an open research problem. As we show, existing probabilistic deep generative models (DGMs), which are…

Machine Learning · Computer Science 2021-02-01 Alexander Camuto , Matthew Willetts , Brooks Paige , Chris Holmes , Stephen Roberts

Linear principal component analysis (PCA) can be extended to a nonlinear PCA by using artificial neural networks. But the benefit of curved components requires a careful control of the model complexity. Moreover, standard techniques for…

Machine Learning · Computer Science 2012-04-04 Matthias Scholz

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

Independent component analysis (ICA) is a powerful computational tool for separating independent source signals from their linear mixtures. ICA has been widely applied in neuroimaging studies to identify and characterize underlying brain…

Applications · Statistics 2015-05-01 Ran Shi , Ying Guo

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the…

Machine Learning · Statistics 2016-11-18 Leo Lahti , Samuel Myllykangas , Sakari Knuutila , Samuel Kaski

Independent component analysis (ICA) is a fundamental data processing technique to decompose the captured signals into as independent as possible components. Computing the contrast function, which serves as a measure of independence of…

Quantum Physics · Physics 2023-11-22 Xiao-Fan Xu , Cheng Xue , Zhao-Yun Chen , Yu-Chun Wu , Guo-Ping Guo

A recently proposed mutual information based algorithm for decomposing data into least dependent components (MILCA) is applied to spectral analysis, namely to blind recovery of concentrations and pure spectra from their linear mixtures. The…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sergey A. Astakhov , Harald Stögbauer , Alexander Kraskov , Peter Grassberger

Compressive learning forms the exciting intersection between compressed sensing and statistical learning where one exploits forms of sparsity and structure to reduce the memory and/or computational complexity of the learning task. In this…

Machine Learning · Statistics 2021-10-18 Michael P. Sheehan , Mike E. Davies

Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by…

Machine Learning · Computer Science 2018-09-11 Giambattista Parascandolo , Niki Kilbertus , Mateo Rojas-Carulla , Bernhard Schölkopf

Factor models are widely applied to the analysis of multivariate data across disparate fields of research. However, modern scientific data are often incomplete, and estimating a factor model from partially observed data can be very…

Methodology · Statistics 2026-02-24 Giuseppe Vinci

We generalize the low-rank decomposition problem, such as principal and independent component analysis (PCA, ICA) for continuous-time vector-valued signals and provide a model-agnostic implicit neural signal representation framework to…

Machine Learning · Computer Science 2025-07-15 Shayan K. Azmoodeh , Krishna Subramani , Paris Smaragdis

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…

Methodology · Statistics 2020-12-15 Jingxin Zhang , Hao Chen , Songhang Chen , Xia Hong

We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Liu Yang

Independent component analysis is an unsupervised learning approach for computing the independent components (ICs) from the multivariate signals or data matrix. The ICs are evaluated based on the multiplication of the weight matrix with the…

When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that…

Machine Learning · Statistics 2016-10-14 Robert A. Vandermeulen , Clayton D. Scott