A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New algorithm tackles hidden confounders in causal discovery.
New algorithm identifies causal effects in latent confounding models.
A hybrid method for causal discovery in latent confounders.
We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical Gaussian mixtures, ICA, and sparse coding models. We provide tight concentration…
We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or make strong assumptions about the form of the mixing matrix. Our algorithm does…
Overcomplete latent representations have been very popular for unsupervised feature learning in recent years. In this paper, we specify which overcomplete models can be identified given observable moments of a certain order. We consider probabilistic admixture or topic models in the overcomplete regime, where the numbe…
In this work, we derive a generic overcomplete frame thresholding scheme based on risk minimization. Overcomplete frames being favored for analysis tasks such as classification, regression or anomaly detection, we provide a way to leverage those optimal representations in real-world applications through the use of thre…
Non-linear source separation is a challenging open problem with many applications. We extend a recently proposed Adversarial Non-linear ICA (ANICA) model, and introduce Cramer-Wold ICA (CW-ICA). In contrast to ANICA we use a simple, closed--form optimization target instead of a discriminator--based independence measure…
New model separates images into independent factors quickly and easily.
Robust methods for nonlinear ICA improve performance in outlier presence.
Nonlinear independent component analysis (ICA) provides an appealing framework for unsupervised feature learning, but the models proposed so far are not identifiable. Here, we first propose a new intuitive principle of unsupervised deep learning from time series which uses the nonstationary structure of the data. Our l…
We pursue an early stopping technique that helps Gaussian Restricted Boltzmann Machines (GRBMs) to gain good natural image representations in terms of overcompleteness and data fitting. GRBMs are widely considered as an unsuitable model for natural images because they gain non-overcomplete representations which include…
In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the orthogonality condition of the atoms, yielding overcomplete dictionaries with an exten…
A new ICA method adds L1-regularization for better interpretability of fMRI data.
OT-ICA uses optimal transport to find independent components, outperforming traditional methods.
Independent component analysis (ICA) is the most popular method for blind source separation (BSS) with a diverse set of applications, such as biomedical signal processing, video and image analysis, and communications. Maximum likelihood (ML), an optimal theoretical framework for ICA, requires knowledge of the true unde…
Independent Component Analysis (ICA) is a popular model for blind signal separation. The ICA model assumes that a number of independent source signals are linearly mixed to form the observed signals. We propose a new algorithm, PEGI (for pseudo-Euclidean Gradient Iteration), for provable model recovery for ICA with Gau…
Paper proposes compressive ICA algorithms for ICA model.
ICA accurately estimates treatment effects even with confounders.
Study optimization landscapes for overcomplete representations, showing benign geometric structures.
Independent component analysis (ICA) is a powerful method for blind source separation based on the assumption that sources are statistically independent. Though ICA has proven useful and has been employed in many applications, complete statistical independence can be too restrictive an assumption in practice. Additiona…
New model combines ICA and HMM for unsupervised learning of nonstationary time series.
Overcomplete representations and dictionary learning algorithms kept attracting a growing interest in the machine learning community. This paper addresses the emerging problem of comparing multivariate overcomplete representations. Despite a recurrent need to rely on a distance for learning or assessing multivariate ov…
WICA improves ICA results with a new method.
AVICA estimates noise levels for better group ICA source recovery.
Independent component analysis (ICA) has become a standard data analysis technique applied to an array of problems in signal processing and machine learning. This tutorial provides an introduction to ICA based on linear algebra formulating an intuition for ICA from first principles. The goal of this tutorial is to prov…
Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most popular ICA methods use kurtosis as a metric of non-Gaussianity to maximize, such as FastICA and JADE. However, their assumption of fourth-order mom…
This paper reviews nonlinear ICA for disentangled representations in unsupervised learning.
Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability proofs for nonlinear ICA have been proposed, leveraging the temporal structure of the…
Generalizes PCA and ICA for continuous-time signals using neural networks.
New ICA method for sources with mixed spectra.
New framework for identifying spatial data components using TP latent components.
A new method improves ICA performance by approximating MDI.
Causal Mosaic distinguishes cause from effect using nonlinear ICA and ensemble methods.
New methods generalize nonlinear ICA beyond structural sparsity.
Paper analyzes online tensorial ICA convergence with stochastic approximation.
We performed an empirical comparison of ICA and PCA algorithms by applying them on two simulated noisy time series with varying distribution parameters and level of noise. In general, ICA shows better results than PCA because it takes into account higher moments of data distribution. On the other hand, PCA remains quit…
New method identifies latent sources from nonlinear mixtures without auxiliary variables.
Independent component analysis (ICA) is a widely used BSS method that can uniquely achieve source recovery, subject to only scaling and permutation ambiguities, through the assumption of statistical independence on the part of the latent sources. Independent vector analysis (IVA) extends the applicability of ICA by joi…
Independent Component Analysis (ICA) is a dimensionality reduction technique that can boost efficiency of machine learning models that deal with probability density functions, e.g. Bayesian neural networks. Algorithms that implement adaptive ICA converge slower than their nonadaptive counterparts, however, they are cap…
New theory allows ICA without assuming non-Gaussian sources.
This paper is an attempt to separate cardiac and respiratory signals from an electrical bio-impedance (EBI) dataset. For this two well-known algorithms, namely Principal Component Analysis (PCA) and Independent Component Analysis (ICA), were used to accomplish the task. The ability of the PCA and the ICA methods first …
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data that is widely used in observational sciences. In its classic form, ICA relies on modeling the data as linear mixtures of non-Gaussian independent sources. The maximization of the corresponding likelihood is a challen…
Paper refutes conjecture on tensor power iteration convergence in overcomplete models.
Reservoir subspace injection improves online ICA by preserving injected features.
Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.
New model improves transfer learning and semi-supervised learning.
Independent Component Analysis (ICA) is the problem of learning a square matrix , given samples of , where is a random vector with independent coordinates. Most existing algorithms are provably efficient only when each has finite and moderately valued fourth moment. However, there are practical appli…