Related papers: A method for sparse and robust independent compone…
We propose an algorithmic framework for computing sparse components from rotated principal components. This methodology, called SIMPCA, is useful to replace the unreliable practice of ignoring small coefficients of rotated components when…
Sure Independence Screening is a fast procedure for variable selection in ultra-high dimensional regression analysis. Unfortunately, its performance greatly deteriorates with increasing dependence among the predictors. To solve this issue,…
Sparse principal component analysis (sPCA) enhances the interpretability of principal components (PCs) by imposing sparsity constraints on loading vectors (LVs). However, when used as a precursor to independent component analysis (ICA) for…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…
Sparse representation-based classification (SRC), proposed by Wright et al., seeks the sparsest decomposition of a test sample over the dictionary of training samples, with classification to the most-contributing class. Because it assumes…
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…
Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…
In this paper we present the SPICE approach for sparse parameter estimation in a framework that unifies it with other hyperparameter-free methods, namely LIKES, SLIM and IAA. Specifically, we show how the latter methods can be interpreted…
Spatial Independent Components Analysis (ICA) is increasingly used in the context of functional Magnetic Resonance Imaging (fMRI) to study cognition and brain pathologies. Salient features present in some of the extracted Independent…
Independent component analysis (ICA) is a computational method for separating a multivariate signal into subcomponents assuming the mutual statistical independence of the non-Gaussian source signals. The classical Independent Components…
Identifying a suitable set of descriptors for modeling physical systems often utilizes either deep physical insights or statistical methods such as compressed sensing. In statistical learning, a class of methods known as structured sparsity…
We develop a new modeling framework for Inter-Subject Analysis (ISA). The goal of ISA is to explore the dependency structure between different subjects with the intra-subject dependency as nuisance. It has important applications in…
Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…
We present novel soft-input soft-output (SISO) multiple-input multiple-output (MIMO) detectors based on the Chase detection principle [1] in the context of iterative and decoding (IDD). The proposed detector complexity is linear in the…
Sparse identification of nonlinear dynamics (SINDy) has been widely used to discover the governing equations of a dynamical system from data. It uses sparse regression techniques to identify parsimonious models of unknown systems from a…
This paper deals with the computation of the largest robust control invariant sets (RCISs) of constrained nonlinear systems. The proposed approach is based on casting the search for the invariant set as a graph theoretical problem.…