Related papers: Bayesian ICA with super-Gaussian Source Priors

We propose an extension of non-parametric multivariate finite mixture models by dropping the standard conditional independence assumption and incorporating the independent component analysis (ICA) structure instead. We formulate an…

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…

Principal component analysis (PCA) is a popular method for projecting data onto uncorrelated components in lower dimension, although the optimal number of components is not specified. Likewise, multiple signal classification (MUSIC)…

We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…

In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered…

Nonlinear independent component analysis (ICA) aims to uncover the true latent sources from their observable nonlinear mixtures. Despite its significance, the identifiability of nonlinear ICA is known to be impossible without additional…

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

We consider independent component analysis of binary data. While fundamental in practice, this case has been much less developed than ICA for continuous data. We start by assuming a linear mixing model in a continuous-valued latent space,…

Causal discovery based on Independent Component Analysis (ICA) has achieved remarkable success through the LiNGAM framework, which exploits non-Gaussianity and independence of noise variables to identify causal order. However, classical…

Modeling non Gaussian and non stationary signals and images has always been one of the most important part of signal and image processing methods. In this paper, first we propose a few new models, all based on using hidden variables for…

In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging.…

We develop a stochastic algorithm for independent component analysis that incorporates multi-trial supervision, which is available in many scientific contexts. The method blends a proximal gradient-type algorithm in the space of invertible…

Independent component analysis (ICA) is now a widely used solution for the analysis of multi-subject functional magnetic resonance imaging (fMRI) data. Independent vector analysis (IVA) generalizes ICA to multiple datasets, i.e., to…

In this article, nonstationary mixing and source models are combined for developing new fast and accurate algorithms for Independent Component or Vector Extraction (ICE/IVE), one of which stands for a new extension of the well-known…

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

For many years, a combination of principal component analysis (PCA) and independent component analysis (ICA) has been used for blind source separation (BSS). However, it remains unclear why these linear methods work well with real-world…