相关论文: Minimax Quasi-Bayesian estimation in sparse canoni…

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Recently proposed automatic pathological speech detection approaches rely on spectrogram input representations or wav2vec2 embeddings. These representations may contain pathology irrelevant uncorrelated information, such as changing…

This paper deals with asymptotics for multiple-set linear canonical analysis (MSLCA). A definition of this analysis, that adapts the classical one to the context of Euclidean random variables, is given and properties of the related…

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

We consider the sparse regression model where the number of parameters $p$ is larger than the sample size $n$. The difficulty when considering high-dimensional problems is to propose estimators achieving a good compromise between…

Canonical correlation analysis (CCA) is a state-of-the-art method for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interface (BCI) systems. Various extended methods have been developed, and…

To understand the biology of cancer, joint analysis of multiple data modalities, including imaging and genomics, is crucial. The involved nature of gene-microenvironment interactions necessitates the use of algorithms which treat both data…

Generalized correlation analysis (GCA) is concerned with uncovering linear relationships across multiple datasets. It generalizes canonical correlation analysis that is designed for two datasets. We study sparse GCA when there are…

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Until recently mass-mapping techniques for weak gravitational lensing convergence reconstruction have lacked a principled statistical framework upon which to quantify reconstruction uncertainties, without making strong assumptions of…

We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

For multiple multivariate data sets, we derive conditions under which Generalized Canonical Correlation Analysis (GCCA) improves classification performance of the projected datasets, compared to standard Canonical Correlation Analysis (CCA)…

This paper studies high-dimensional canonical correlation analysis (CCA) with an emphasis on the vectors that define canonical variables. The paper shows that when two dimensions of data grow to infinity jointly and proportionally, the…

We present an analysis of the Locally Competitive Algorithm (LCA), a Hopfield-style neural network that efficiently solves sparse approximation problems (e.g., approximating a vector from a dictionary using just a few non-zero…

This article critically assesses the utility of the classical statistical technique of Canonical Correlation Analysis (CCA) for studying spatial associations and proposes a new approach to enhance it. Unlike bivariate correlation analysis,…