相关论文: Noisy Independent Factor Analysis Model for Densit…

Independent Component Analysis (ICA) was introduced in the 1980's as a model for Blind Source Separation (BSS), which refers to the process of recovering the sources underlying a mixture of signals, with little knowledge about the source…

Independent component analysis (ICA) is linked up with the problem of estimating a non linear functional of a density, for which optimal estimators are well known. The precision of ICA is analyzed from the viewpoint of functional spaces in…

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model…

Factor-analytic Gaussian mixture models are often employed as a model-based approach to clustering high-dimensional data. Typically, the numbers of clusters and latent factors must be specified in advance of model fitting, and remain fixed.…

Factor models are widely used to reduce dimensionality in modeling high-dimensional data. However, there remains a need for models that can be reliably fit in modest sample sizes and are identifiable, interpretable, and flexible. To address…

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

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…

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)…

Independent component analysis (ICA) is a blind source separation method for linear disentanglement of independent latent sources from observed data. We investigate the special setting of noisy linear ICA where the observations are split…

We present a new algorithm for Independent Component Analysis (ICA) which has provable performance guarantees. In particular, suppose we are given samples of the form $y = Ax + \eta$ where $A$ is an unknown $n \times n$ matrix and $x$ is a…

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…