相关论文: Low-rank covariance matrix estimation for factor a…

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Low-rankness of amplitude spectrograms has been effectively utilized in audio signal processing methods including non-negative matrix factorization. However, such methods have a fundamental limitation owing to their amplitude-only treatment…

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

Vintage factor analysis is one important type of factor analysis that aims to first find a low-dimensional representation of the original data, and then to seek a rotation such that the rotated low-dimensional representation is…

Low-Rank Adaptation (LoRA) has emerged as a widely adopted parameter-efficient fine-tuning (PEFT) technique for foundation models. Recent work has highlighted an inherent asymmetry in the initialization of LoRA's low-rank factors, which has…

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a high-dimensional setting under the assumption that the…

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

The matched filter (MF) represents one of the main tools to detect signals from known sources embedded in the noise. In the Gaussian case the noise is assumed to be the realization of a Gaussian random field (GRF). The most important…

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Parameter-efficient fine-tuning (PEFT) methods have become the standard paradigm for adapting large-scale models. Among these techniques, Weight-Decomposed Low-Rank Adaptation (DoRA) has been shown to improve both the learning capacity and…

In optoacoustic (photoacoustic) tomography, several parameters related to tissue and detector features are needed for image formation, but they may not be known a priori. An autofocus (AF) algorithm is generally used to estimate these…

We propose a novel estimation approach for the covariance matrix based on the $l_1$-regularized approximate factor model. Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes…

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Suppose x is any exactly k-sparse vector in R^n. We present a class of sparse matrices A, and a corresponding algorithm that we call SHO-FA (for Short and Fast) that, with high probability over A, can reconstruct x from Ax. The SHO-FA…

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Many analyses of functional magnetic resonance imaging (fMRI) examine functional connectivity (FC), or the statistical dependencies among distant brain regions. These analyses are typically exploratory, guiding future confirmatory research.…