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Independent vector analysis (IVA) is an attractive solution to address the problem of joint blind source separation (JBSS), that is, the simultaneous extraction of latent sources from several datasets implicitly sharing some information.…

Optimization and Control · Mathematics 2024-11-20 Clément Cosserat , Ben Gabrielson , Emilie Chouzenoux , Jean-Christophe Pesquet , Tülay Adali

We applied two methods of "blind" spectral decomposition (MILCA and SNICA) to quantitative and qualitative analysis of UV absorption spectra of several non-trivial mixture types. Both methods use the concept of statistical independence and…

Chemical Physics · Physics 2010-09-08 Yulia B. Monakhova , Sergey A. Astakhov , Alexander Kraskov , Svetlana P. Mushtakova

In this paper the conditions for identifiability, separability and uniqueness of linear complex valued independent component analysis (ICA) models are established. These results extend the well-known conditions for solving real-valued ICA…

Information Theory · Computer Science 2011-11-09 Jan Eriksson , Visa Koivunen

As a computationally fast and working efficient tool, sure independence screening has received much attention in solving ultrahigh dimensional problems. This paper contributes two robust sure screening approaches that simultaneously take…

Methodology · Statistics 2021-07-27 Xiaochao Xia

A data table which is arranged according to two factors can often be considered as a compositional table. An example is the number of unemployed people, split according to gender and age classes. Analyzed as compositions, the relevant…

Methodology · Statistics 2019-04-12 Julie Rendlová , Karel Hron , Kamila Fačevicová , Peter Filzmoser

Infrared interferometers are optical devices that can measure optical path-length differences by measuring changes in the refractive index. Several arrangements can be deployed, from single channel devices to multichannel double color…

Signal Processing · Electrical Eng. & Systems 2024-02-16 Luis Esteban , Alberto Regadío , Ulises Losada

This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the…

Applications · Statistics 2012-03-19 Stéphanie Allassonniére , Laurent Younes

For statistical analysis of functional Magnetic Resonance Imaging (fMRI) data sets, we propose a data-driven approach based on Independent Component Analysis (ICA) implemented in a new version of the AnalyzeFMRI R package. For fMRI data…

Computation · Statistics 2013-07-22 Cécile Bordier , Michel Dojat , Pierre Lafaye de Micheaux

The goal of this paper is to extend independent subspace analysis (ISA) to the case of (i) nonparametric, not strictly stationary source dynamics and (ii) unknown source component dimensions. We make use of functional autoregressive (fAR)…

Methodology · Statistics 2012-01-04 Zoltan Szabo

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

The multivariate Hilbert-Schmidt-Independence-Criterion (dHSIC) and distance multivariance allow to measure and test independence of an arbitrary number of random vectors with arbitrary dimensions. Here we define versions which only depend…

Statistics Theory · Mathematics 2020-04-17 Björn Böttcher

Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based…

Methodology · Statistics 2014-08-19 Julie Josse , Susan Holmes

Word embeddings represent words as multidimensional real vectors, facilitating data analysis and processing, but are often challenging to interpret. Independent Component Analysis (ICA) creates clearer semantic axes by identifying…

Computation and Language · Computer Science 2024-06-19 Rongzhi Li , Takeru Matsuda , Hitomi Yanaka

In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…

Methodology · Statistics 2022-04-05 Lingyu He , Yanrong Yang , Bo Zhang

One aim of representation learning is to recover the original latent code that generated the data, a task which requires additional information or inductive biases. A recently proposed approach termed Independent Mechanism Analysis (IMA)…

Machine Learning · Statistics 2022-07-14 Joanna Sliwa , Shubhangi Ghosh , Vincent Stimper , Luigi Gresele , Bernhard Schölkopf

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Independent Component Analysis (ICA) plays a central role in modern machine learning as a flexible framework for feature extraction. We introduce a horseshoe-type prior with a latent Polya-Gamma scale mixture representation, yielding…

Methodology · Statistics 2025-11-17 Jyotishka Datta , Soham Ghosh , Nicholas G. Polson

Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…

Methodology · Statistics 2025-08-26 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw