相关论文: Robust Kronecker Product PCA for Spatio-Temporal C…

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of…

In this paper, a sparse Kronecker-product (SKP) coding scheme is proposed for unsourced multiple access. Specifically, the data of each active user is encoded as the Kronecker product of two component codewords with one being sparse and the…

Based on some new robust estimators of the covariance matrix, we propose stable versions of Principal Component Analysis (PCA) and we qualify it independently of the dimension of the ambient space. We first provide a robust estimator of the…

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by…

Longitudinal imaging studies have moved to the forefront of medical research due to their ability to characterize spatio-temporal features of biological structures across the lifespan. Credible models of the correlations in longitudinal…

A separable covariance model for a random matrix provides a parsimonious description of the covariances among the rows and among the columns of the matrix, and permits likelihood-based inference with a very small sample size. However, in…

Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly…

Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Canonical Correlation Analysis, CCA, is a widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

The classical Canonical Correlation Analysis (CCA) identifies the correlations between two sets of multivariate variables based on their covariance, which has been widely applied in diverse fields such as computer vision, natural language…

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…

Several problems in neuroimaging and beyond require inference on the parameters of multi-task sparse hierarchical regression models. Examples include M/EEG inverse problems, neural encoding models for task-based fMRI analyses, and climate…

In this paper we propose a Kronecker-based modeling for identifying the spatial-temporal dynamics of large sensor arrays. The class of Kronecker networks is defined for which we formulate a Vector Autoregressive model. Its…

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…