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We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso-based frequency-domain formulation of the problem based on…

Signal Processing · Electrical Eng. & Systems 2024-06-06 Jitendra K. Tugnait

Seismic attributes calculated by conventional methods are susceptible to noise. Conventional filtering reduces the noise in the cost of losing the spectral bandwidth. The challenge of having a high-resolution and robust signal processing…

Geophysics · Physics 2020-12-02 M. Kazemnia Kakhki , W. J. Mansur , K. Aghazadeh

Independent component analysis (ICA) has been widely used for blind source separation in many fields such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on M-estimates have been…

Methodology · Statistics 2009-09-29 Aiyou Chen , Peter J. Bickel

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Multiresponse data with complex group structures in both responses and predictors arises in many fields, yet, due to the difficulty in identifying complex group structures, only a few methods have been studied on this problem. We propose a…

Methodology · Statistics 2022-08-16 Weixiong Liang , Yuehan Yang

Independent Component Analysis (ICA) recently has attracted attention in the statistical literature as an alternative to elliptical models. Whereas k-dimensional elliptical densities depend on one single unspecified radial density, however,…

Methodology · Statistics 2013-12-17 Marc Hallin , Chintan Mehta

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an L1-regularized linear regression problem, commonly referred to as Lasso or Basis Pursuit. In this…

Machine Learning · Statistics 2015-05-19 Pablo Sprechmann , Ignacio Ramírez , Guillermo Sapiro , Yonina Eldar

Compressive sensing (CS) is a new methodology to capture signals at lower rate than the Nyquist sampling rate when the signals are sparse or sparse in some domain. The performance of CS estimators is analyzed in this paper using tools from…

Information Theory · Computer Science 2014-09-09 Solomon A. Tesfamicael , Bruhtesfa E. Godana , Faraz Barzideh

This paper presents analytical techniques to improve redundancy and relevance assessment for precise selection of features in practical multi-class raw datasets. We propose a matrix-rank based $k$-medoids algorithm that guarantees to output…

Signal Processing · Electrical Eng. & Systems 2021-07-05 Terry Guo , Animesh Dahal , Ambareen Siraj

We discuss a clustering method for Gaussian mixture model based on the sparse principal component analysis (SPCA) method and compare it with the IF-PCA method. We also discuss the dependent case where the covariance matrix $\Sigma$ is not…

Methodology · Statistics 2016-02-18 T. Tony Cai , Linjun Zhang

The proposed algorithm by Philippe D'Arco et al. 2013 J. Phys.: Condens. Matter 25 355401 was not well compared with other possible solutions for symmetry independent configuration (SIC) generation. In this comment, three well known…

Materials Science · Physics 2016-06-28 Kirill Okhotnikov

Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…

Information Theory · Computer Science 2014-05-08 Esa Ollila , Hyon-Jung Kim , Visa Koivunen

Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…

Statistics Theory · Mathematics 2012-11-02 Emre Barut , Jianqing Fan , Anneleen Verhasselt

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

Accurate and explainable artificial-intelligence (AI) models are promising tools for the acceleration of the discovery of new materials, ore new applications for existing materials. Recently, symbolic regression has become an increasingly…

Data Analysis, Statistics and Probability · Physics 2023-05-03 Thomas A. R. Purcell , Matthias Scheffler , Luca M. Ghiringhelli

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Machine Learning · Statistics 2026-03-17 Ying Hu , Hu Yang

Ultra-high dimensional longitudinal data are increasingly common and the analysis is challenging both theoretically and methodologically. We offer a new automatic procedure for finding a sparse semivarying coefficient model, which is widely…

Methodology · Statistics 2014-09-24 Ming-Yen Cheng , Toshio Honda , Jialiang Li , Heng Peng

Independent component analysis (ICA) has been shown to be useful in many applications. However, most ICA methods are sensitive to data contamination and outliers. In this article we introduce a general minimum U-divergence framework for…

Methodology · Statistics 2012-10-23 Peng-Wen Chen , Hung Hung , Osamu Komori , Su-Yun Huang , Shinto Eguchi

Independent component analysis (ICA) is a widely used BSS method that can uniquely achieve source recovery, subject to only scaling and permutation ambiguities, through the assumption of statistical independence on the part of the latent…

Machine Learning · Statistics 2018-01-29 Zois Boukouvalas

Gaussian graphical model is one of the powerful tools to analyze conditional independence between two variables for multivariate Gaussian-distributed observations. When the dimension of data is moderate or high, penalized likelihood methods…

Methodology · Statistics 2025-01-24 Takahiro Onizuka , Shintaro Hashimoto
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