Related papers: Attention-based PCA
We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…
Attention regulates information transfer between tokens. For this, query and key vectors are compared, typically in terms of a scalar product, $\mathbf{Q}^T\mathbf{K}$, together with a subsequent softmax normalization. In geometric terms,…
Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves…
We consider the problem of principal component analysis (PCA) in a streaming stochastic setting, where our goal is to find a direction of approximate maximal variance, based on a stream of i.i.d. data points in $\reals^d$. A simple and…
We study sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-asymptotic lower and upper bounds on the…
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…
Matching methods are widely used to reduce confounding effects in observational studies, but conventional approaches often treat all covariates as equally important, which can result in poor performance when covariates differ in their…
The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem…
Attention mechanisms represent a fundamental paradigm shift in neural network architectures, enabling models to selectively focus on relevant portions of input sequences through learned weighting functions. This monograph provides a…
Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…
We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
This work obtains novel finite sample guarantees for Principal Component Analysis (PCA). These hold even when the corrupting noise is non-isotropic, and a part (or all of it) is data-dependent. Because of the latter, in general, the noise…
The ability to manipulate complex systems, such as the brain, to modify specific outcomes has far-reaching implications, particularly in the treatment of psychiatric disorders. One approach to designing appropriate manipulations is to…
A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from…
Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…
We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently…
We propose a novel neural network architecture for visual saliency detections, which utilizes neurophysiologically plausible mechanisms for extraction of salient regions. The model has been significantly inspired by recent findings from…
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…
Principal Component Analysis (PCA) is a pivotal technique widely utilized in the realms of machine learning and data analysis. It aims to reduce the dimensionality of a dataset while minimizing the loss of information. In recent years,…