相关论文: Identification of Stochasticity by Matrix-decompos…

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

The real-time crash likelihood prediction has been an important research topic. Various classifiers, such as support vector machine (SVM) and tree-based boosting algorithms, have been proposed in traffic safety studies. However, few…

Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical transitions from noisy time-series data. Most commonly, changes in variance and lag-1 autocorrelation [AC(1)] are used as CSD indicators. However,…

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted a tremendous amount of attention in the last two decades as canonical examples of statistical problems in…

We introduce a stochastic model of diffeomorphisms, whose action on a variety of data types descends to stochastic evolution of shapes, images and landmarks. The stochasticity is introduced in the vector field which transports the data in…

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Rockfalls are a hazard for the safety of infrastructure as well as people. Identifying loose rocks by inspection of slopes adjacent to roadways and other infrastructure and removing them in advance can be an effective way to prevent…

Singular-Value Decomposition (SVD) is a ubiquitous data analysis method in engineering, science, and statistics. Singular-value estimation, in particular, is of critical importance in an array of engineering applications, such as channel…

Sparse principal component analysis (sPCA) enhances the interpretability of principal components (PCs) by imposing sparsity constraints on loading vectors (LVs). However, when used as a precursor to independent component analysis (ICA) for…

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

We present a framework for solving time-dependent partial differential equations (PDEs) in the spirit of the random feature method. The numerical solution is constructed using a space-time partition of unity and random feature functions.…

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently…

We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…

Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Audio tagging aims to perform multi-label classification on audio chunks and it is a newly proposed task in the Detection and Classification of Acoustic Scenes and Events 2016 (DCASE 2016) challenge. This task encourages research efforts to…