相关论文: On the numeric stability of the SFA implementation…

Benchmarking tools, including stochastic frontier analysis (SFA), data envelopment analysis (DEA), and its stochastic extension (StoNED) are core tools in economics used to estimate an efficiency envelope and production inefficiencies from…

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

We address the problem of recovering a signal (up to global phase) from its short-time Fourier transform (STFT) magnitude measurements. This problem arises in several applications, including optical imaging and speech processing. In this…

This paper presents an unsupervised deep-learning framework named Local Deep-Feature Alignment (LDFA) for dimension reduction. We construct neighbourhood for each data sample and learn a local Stacked Contractive Auto-encoder (SCAE) from…

Singular Value Decomposition (SVD) and its close relative, Principal Component Analysis (PCA), are well-known linear matrix decomposition techniques that are widely used in applications such as dimension reduction and clustering. However,…

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

As deep learning (DL) techniques become integral to various applications, ensuring model fairness while maintaining high performance has become increasingly critical, particularly in sensitive fields such as medical diagnosis. Although a…

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

A high-dimensional and incomplete (HDI) matrix can describe the complex interactions among numerous nodes in various big data-related applications. A stochastic gradient descent (SGD)-based latent factor analysis (LFA) model is remarkably…

Modern data analysis increasingly requires identifying shared latent structure across multiple high-dimensional datasets. A commonly used model assumes that the data matrices are noisy observations of low-rank matrices with a shared…

Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating…

Predictable Feature Analysis (PFA) (Richthofer, Wiskott, ICMLA 2015) is an algorithm that performs dimensionality reduction on high dimensional input signal. It extracts those subsignals that are most predictable according to a certain…

Factor Analysis based on multivariate $t$ distribution ($t$fa) is a useful robust tool for extracting common factors on heavy-tailed or contaminated data. However, $t$fa is only applicable to vector data. When $t$fa is applied to matrix…

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Understanding the decision process of neural networks is hard. One vital method for explanation is to attribute its decision to pivotal features. Although many algorithms are proposed, most of them solely improve the faithfulness to the…

Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…

We consider the problem of estimating the covariance matrix of a random signal observed through unknown translations (modeled by cyclic shifts) and corrupted by noise. Solving this problem allows to discover low-rank structures masked by…

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

Techniques that explain the predictions of black-box machine learning models are crucial to make the models transparent, thereby increasing trust in AI systems. The input features to the models often have a nested structure that consists of…