Related papers: Monte Carlo Algorithm for Least Dependent Non-Nega…

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources…

This work focuses on sampling from hidden Markov models (Cappe et al, 2005) whose observations have intractable density functions. We develop a new sequential Monte Carlo (Doucet et al, 2000 and Gordon et al, 1993) algorithm and a new…

We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…

Nonlinear independent component analysis (nICA) aims at recovering statistically independent latent components that are mixed by unknown nonlinear functions. Central to nICA is the identifiability of the latent components, which had been…

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero…

We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation sequence which at any time $k$ depends only on the state of an…

We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Carlo (MCMC) methods, techniques of annealing type have been…

We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for…

This paper presents a nonlinear mixing model for hyperspectral image unmixing. The proposed model assumes that the pixel reflectances are post-nonlinear functions of unknown pure spectral components contaminated by an additive white…

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

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…

We present the details of the numerical realization of the recently advanced algorithm developed to identify the fragmentation in heavy ion reactions. This new algorithm is based on the Simulated Annealing method and is dubbed as Simulated…

Decomposing surface electromyography (EMG) into the spike trains of individual motor neurons is a long-standing inverse problem and a key step toward motor-neuron-driven neural interfaces such as prosthetics and exoskeletons. The standard…

We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…

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,…

Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In…

There is an extensive set of methods to determine sparse sources from mixtures where the mixing coefficients are unknown. Each method involves plotting N sets of mixed data against each other in N-dimensional space. In the approach adopted…

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…